Mathematics
Integral Equation
100%
Mellin Transforms
79%
Partial Differential Equation
61%
Underlying Asset
52%
Variational Inequality
43%
Dual Problem
42%
Finite Time
38%
Closed Form
36%
Stochastics
36%
Closed Form Solution
35%
Function Value
35%
Stochastic Volatility
34%
Barrier Option
33%
Optimal Strategy
32%
Optimal Stopping Problem
30%
Credit Risk
27%
Risk Aversion
23%
Analytic Formula
22%
Monte Carlo
21%
American Option
21%
Utility Function
20%
Reflection Principle
19%
Integral Transform
19%
Stochastic Volatility Model
19%
Option Price
18%
Control Problems
16%
Option Pricing
16%
Relative Risk
14%
Numerical Solution
14%
Numerical Example
14%
Free Boundary Problem
13%
Optimal Policy
13%
Mixed Boundary Condition
12%
Transform Method
12%
Reversibility
11%
Neumann Problem
11%
Asset Price
11%
Risky Asset
11%
Newton's Method
11%
Parabolic
9%
State Variable
8%
Risk Model
8%
Ordinary Differential Equation
7%
Reduced Form
6%
Infinite Series
6%
Intensity Process
6%
Diffusion Model
5%
Continuous Time
5%
Boundary Value
5%
Black-Scholes Equation
5%
Economics, Econometrics and Finance
Portfolio Selection
97%
Pricing
94%
Consumer Demand Theory
84%
Search Theory
64%
Wealth
61%
Utility Function
40%
Option Trading
39%
Economic Agent
34%
Price
32%
Volatility
32%
Credit
31%
Portfolio Choice
24%
Monte Carlo Simulation
22%
Continuous Time
12%
Levy Process
12%
Mean Reversion
11%
Social Welfare
11%
Comparative Statics
11%
Utility Maximization
11%
Labor Supply
7%
Numerical Methods
7%
Financial Market
7%
Dynamic Programming
6%
Standard of Living
5%
Disability Benefits
5%
Habit-Persistence Hypothesis
5%
Prospect Theory
5%
Asset Pricing
5%
Risk Attitude
5%
Durable Good
5%
Convenience Yields
5%
Currency Option
5%
Investors
5%
Life Insurance
5%
Human Capital
5%
Interest Rate
5%
Engineering
Mellin Transforms
33%
Numerical Solution
31%
Lookbacks
22%
Recursive
17%
Integration Method
17%
Closed Form
17%
Closed Form Solution
16%
Value Function
16%
Partial Differential Equation
16%
Illustrates
13%
State Variable
11%
Finite Time
11%
Boundary Condition
7%
Probabilistic Method
5%
Stochastic Variable
5%
Set Point
5%
Daily Market
5%
Network Model
5%
Data Show
5%
Experimental Result
5%
Nonlinear System
5%
