Mathematics
Stochastics
100%
Partial Differential Equation
75%
Stochastic Differential Equation
47%
Variance
46%
Control Problems
45%
Viscosity Solution
39%
Parabolic
31%
Marginals
29%
Contingent Claim
29%
Option Price
28%
Utility Function
27%
Nash Equilibrium
24%
Barrier Option
22%
Optimal Transport
22%
Main Result
22%
Skorokhod
20%
Monte Carlo
20%
Option Pricing
20%
Arbitrage
20%
Call Option
19%
Brownian Motion
19%
Probability Theory
19%
Probability Measure
19%
Discrete Time
18%
Asymptotics
18%
American Option
18%
Stochastic Volatility
17%
Financial Mathematics
15%
Dual Problem
15%
Function Value
15%
Semilinear
13%
Explicit Solution
13%
Embedding Problem
13%
Continuous Time
12%
Risk Measure
12%
Differential Game
12%
Approximates
12%
Closed Form
12%
Stochastic Volatility Model
11%
Lower and upper bounds
11%
Insurance Firm
11%
Risky Asset
11%
Probability Distribution
11%
Asset Price
11%
Price Process
10%
Implied Volatility
10%
Hedging Strategy
10%
Lvy Process
10%
Diffusion Process
10%
Hidden State
9%
Inventory Policy
9%
Conditional Expectation
9%
Stochastic Game
9%
Initial Capital
9%
Stochastic Differential
9%
Geometric Brownian Motion
9%
Dimensional Case
8%
Finite Time
8%
Underlying Asset
8%
Replicate
8%
Numerical Experiment
8%
Optimal Stopping Problem
8%
Explicit Form
8%
Marginal Distribution
8%
Optimal Control Theory
8%
Time Step
8%
Coincides
8%
Localizing Function
8%
Stochastic Order
8%
arrival rate λ
7%
Mathematical Finance
7%
time interval Ï„
7%
Control Theory
7%
Compound Poisson Process
7%
Diffusion Approximation
7%
Sufficient Condition
7%
Return Process
6%
State Variable
6%
Initial Datum
6%
Conditionals
6%
Variational Inequality
6%
Numerical Methods
6%
Multidimensional Case
6%
Stochastic Process
6%
Friedrich Wilhelm Bessel
6%
Timescale
6%
Exponential Utility
6%
Local Martingale
6%
Probability Model
6%
Closed Convex Set
6%
Upper Bound
6%
Supremum
6%
Black-Scholes Model
6%
Fat Tail
6%
Neural Network
6%
Optimal Policy
6%
Optimality
6%
Fundamental Theorem
6%
Classical Model
5%
Continuous Time Model
5%
Keyphrases
Hedging
41%
Option Pricing
40%
Volatility
40%
Contingent Claims
40%
Transaction Costs
31%
Financial Markets
27%
Option Price
26%
Super-replication
25%
Optimal Investment
22%
European Options
22%
Risk-neutral
21%
Asset Prices
20%
Discrete-time
19%
Implied Volatility
19%
Insurance
19%
Stock Prices
18%
Barrier Options
18%
Stochastic Volatility
18%
Underlying Asset
17%
Variance Swap
17%
Supply Chain
17%
Quality Control
16%
Stochastic Volatility Model
16%
Stochastic Control Problem
16%
Risk Premium
16%
Time Change
14%
Volatility Index
14%
Payoff
14%
S&P 500
13%
Static Hedging
12%
Lvy Processes
12%
Stochastic Control
12%
Portfolio Constraints
12%
Partial Information
12%
Market Value
12%
Currency Options
12%
Merton
12%
Insurance Companies
11%
Complete Markets
11%
Exotic Options
11%
Portfolio Optimization
11%
Financial Model
11%
Mean Field Games
10%
Utility Function
10%
Liquidity
10%
Retailers
10%
Jumps to Default
10%
Local Variance
9%
Backward Stochastic Differential Equation
9%
Dual Formulation
9%
Dynamic Programming Equation
9%
Martingale
9%
American Put Option
9%
Representative Investor
9%
Risk Control
9%
Optimum Control
9%
Forward-backward Stochastic Differential Equations
9%
No-arbitrage
9%
Risk Aversion
9%
Asset Returns
9%
Black-Scholes
9%
Risk-neutral Distribution
9%
Bessel Process
8%
Risk Management
8%
Superhedging
8%
PDE
8%
Expected Returns
8%
Explicit Solution
8%
Incomplete Markets
8%
Risky Assets
8%
Replication Cost
8%
Option Valuation
8%
Control Approach
8%
Fundamental Theorem of Asset Pricing
8%
Brownian Motion
8%
Backward SDEs
8%
Option Hedging
8%
Optimal Control
8%
No-arbitrage Condition
8%
Viscosity Solutions
8%
Partial Differential Equations
7%
Quadratic Variation
7%
Variance gamma
7%
Trading Strategy
7%
Demand Distribution
7%
Asset Class
7%
Derivative Securities
7%
Jump Diffusion
7%
Option Pricing Model
7%
Stock Options
7%
Random Payoff
7%
Value Function
7%
Option Data
7%
Credit Default Swaps
7%
Return Process
7%
Capitalization
7%
Price Process
7%
Asset Pricing
7%
VIX Futures
7%
Control Problem
7%