Keyphrases
Modeling Approach
100%
Stochastic Volatility Modeling
100%
Option Pricing
100%
Asymptotic Approach
100%
Option Portfolio
100%
Portfolio Optimization
100%
Implied Volatility
66%
Option Contract
66%
Option-implied
66%
Two Dimensional
33%
Scalar
33%
Asymptotic Methods
33%
Pricing Optimization
33%
Asymptotic Expansion
33%
Markov
33%
Incomplete Market Models
33%
New Approximation
33%
Stochastic Volatility
33%
Levy
33%
Price Volatility
33%
Black-Scholes Model
33%
Option Price
33%
Asymptotic Approximation
33%
Extreme Regimes
33%
Polynomial Expansion
33%
Model Coefficients
33%
Merton Problem
33%
Local Volatility Model
33%
Tractable Models
33%
Mathematics
Asymptotics
100%
Stochastic Volatility
100%
Implied Volatility
100%
Option Pricing
100%
Modeling Approach
100%
Asymptotic Approach
100%
Polynomial
50%
Asymptotic Analysis
50%
Scalar
50%
Option Price
50%
Asymptotic Expansion
50%
Type Model
50%
Stochastic Volatility Model
50%
Simplest Case
50%
Closed Form
50%
Asymptotic Approximation
50%
Black-Scholes Model
50%
Computer Science
Optimization Problem
100%
Option Pricing
100%
Approximation (Algorithm)
50%
Asymptotic Expansion
50%
Asymptotic Approximation
50%
Economics, Econometrics and Finance
Volatility
100%
Portfolio Selection
100%
Pricing
40%
Option Contract
40%
Incomplete Market
20%
Black-Scholes Model
20%