Keyphrases
Option Pricing
85%
Early Exercise
66%
Option Price
66%
Option Valuation
61%
Lattice Method
57%
Quadrature Method
57%
Employee Stock Options
57%
Monte Carlo Method
47%
Restricted Stock
47%
Standard Lattice
47%
Singular Perturbation Method
38%
Computation Time
38%
Computational Effort
33%
Risk-neutral Density
28%
Black-Scholes Equation
28%
Grid Method
28%
Multi-asset Options
28%
Multi-complexes
28%
Path-dependent Options
28%
Equity-based Compensation
28%
Price Jumps
28%
Order of Magnitude
28%
Probability of Bankruptcy
28%
Prospect Theory
28%
Real Options
28%
Risk Aversion
28%
Exercise Behavior
28%
Asymptotic Expansion
28%
Pricing American Option
28%
Singular Perturbation
28%
Futures Prices
28%
Performance Targets
28%
Complex Path
28%
Bermudan Option
28%
Volatility Jumps
28%
American Options
28%
Option Exercise
28%
Compensation Programs
28%
Multi-asset
28%
Valuation Problem
23%
Wide-ranging
23%
Finite Difference Method
23%
General Applications
23%
Curse of Dimensionality
23%
Valuation Models
21%
Credit Default Swap Spreads
21%
Strike Price
21%
Quadrature
19%
Vest
19%
Barrier Options
19%
Mathematics
Option Pricing
100%
Lattices
80%
Singular Perturbations
57%
Barrier Option
47%
Monte Carlo
38%
Dimensional Problem
28%
Numerical Approach
28%
Complex Problem
28%
Difference Scheme
28%
Black-Scholes Equation
28%
Asymptotic Expansion
28%
Underlying Asset
28%
American Option
28%
Curse of Dimensionality
23%
State Variable
19%
Tradeoff
9%
Numerical Technique
9%
Computational Effort
9%
Underlying Structure
9%
Strike Price
9%
Finite Difference Method
9%
Trinomial
9%
Great Deal
9%
Rubinstein
9%
Option Price
9%