Accelerated Share Repurchases Under Stochastic Volatility

Mathematics

• Stochastic Volatility 100%
• Volatility 82%
• Stock Prices 48%
• Business 39%
• Heston Model 27%
• Stochasticity 23%
• Optimal Strategy 20%
• Horizon 19%
• Free Boundary Problem 19%
• Exercise 18%
• Market 18%
• Maximise 17%
• Learning 16%
• Minimise 14%
• Costs 13%
• Simulation 11%
• Interval 10%
• Framework 10%

Business & Economics

• Share Repurchases 95%
• Stochastic Volatility 79%
• Intermediaries 76%
• Stock Buyback 24%
• Stock Prices 23%
• Free Boundary Problem 23%
• Heston Model 20%
• Deep Learning 20%
• Stock Volatility 18%
• Financial Intermediaries 16%
• Continuous Time 14%
• Optimal Strategy 14%
• Time Horizon 14%
• Exercise 11%
• Costs 11%
• Payment 10%
• Simulation 9%
• Purchase 9%

Engineering & Materials Science

• Deep learning 32%
• Costs 27%