Class information for:
Level 1: SWING OPTIONS//BERMUDAN OPTIONS//AMERICAN OPTIONS

Basic class information
Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
14 4 MATHEMATICS//MATHEMATICS, APPLIED//MATH 912822
424 3       BUSINESS, FINANCE//INSURANCE MATHEMATICS & ECONOMICS//OPTION PRICING 29904
653 2             OPTION PRICING//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//REAL OPTIONS 13895
26202 1                   SWING OPTIONS//BERMUDAN OPTIONS//AMERICAN OPTIONS 282

Terms with highest relevance score


rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 SWING OPTIONS authKW 1589882 7% 68% 21
2 BERMUDAN OPTIONS authKW 1034574 6% 51% 18
3 AMERICAN OPTIONS authKW 743237 17% 14% 49
4 LEAST SQUARES MONTE CARLO authKW 674546 5% 46% 13
5 REGRESSION BASED MONTE CARLO METHODS authKW 558807 2% 100% 5
6 MULTIPLE EXERCISE OPTIONS authKW 447046 1% 100% 4
7 OPTIMAL MULTIPLE STOPPING authKW 420740 3% 47% 8
8 MULTIPLE STATE VARIABLES authKW 357635 1% 80% 4
9 INFORMATION RELAXATIONS authKW 335284 1% 100% 3
10 ENPC INRIA UMLV address 223523 1% 100% 2

Web of Science journal categories


chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Business, Finance 10149 28% 0% 80
2 Social Sciences, Mathematical Methods 6234 18% 0% 52
3 Operations Research & Management Science 2781 23% 0% 64
4 Mathematics, Interdisciplinary Applications 2590 22% 0% 62
5 Statistics & Probability 1104 16% 0% 44
6 Management 966 13% 0% 37
7 Economics 830 19% 0% 54
8 Mathematics, Applied 441 17% 0% 47
9 Automation & Control Systems 263 7% 0% 19
10 Computer Science, Theory & Methods 95 6% 0% 16

Address terms


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 ENPC INRIA UMLV 223523 1% 100% 2
2 ALGORILLE PROJECT TEAM 111761 0% 100% 1
3 C T LEI FRANCE 111761 0% 100% 1
4 CSIRO AUSTRALIA 111761 0% 100% 1
5 EDF RD FRANCE 111761 0% 100% 1
6 ENSEIGNEMENT RECH MATH INFORMAT CALCUT SC 111761 0% 100% 1
7 EQUIPE MATH FI 111761 0% 100% 1
8 FIM KERNKOMPETENZZENTRUM FINANZ INFORMAT MANAGE 111761 0% 100% 1
9 FIME FINANCE MARCHS ENERGIE DAUPHINE 111761 0% 100% 1
10 FIXED INCOME QUANTITAT MODELING GRP 111761 0% 100% 1

Journals


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 JOURNAL OF COMPUTATIONAL FINANCE 173396 5% 10% 15
2 SIAM JOURNAL ON FINANCIAL MATHEMATICS 57039 4% 5% 11
3 MATHEMATICAL FINANCE 38470 5% 2% 14
4 FINANCE AND STOCHASTICS 20793 3% 2% 9
5 QUANTITATIVE FINANCE 13944 5% 1% 13
6 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC REPORTS 11256 2% 2% 5
7 JOURNAL OF DERIVATIVES 8195 1% 2% 4
8 OPERATIONS RESEARCH 7308 5% 0% 15
9 M&SOM-MANUFACTURING & SERVICE OPERATIONS MANAGEMENT 6158 2% 1% 5
10 JOURNAL OF RISK 5344 1% 2% 3

Author Key Words


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 SWING OPTIONS 1589882 7% 68% 21 Search SWING+OPTIONS Search SWING+OPTIONS
2 BERMUDAN OPTIONS 1034574 6% 51% 18 Search BERMUDAN+OPTIONS Search BERMUDAN+OPTIONS
3 AMERICAN OPTIONS 743237 17% 14% 49 Search AMERICAN+OPTIONS Search AMERICAN+OPTIONS
4 LEAST SQUARES MONTE CARLO 674546 5% 46% 13 Search LEAST+SQUARES+MONTE+CARLO Search LEAST+SQUARES+MONTE+CARLO
5 REGRESSION BASED MONTE CARLO METHODS 558807 2% 100% 5 Search REGRESSION+BASED+MONTE+CARLO+METHODS Search REGRESSION+BASED+MONTE+CARLO+METHODS
6 MULTIPLE EXERCISE OPTIONS 447046 1% 100% 4 Search MULTIPLE+EXERCISE+OPTIONS Search MULTIPLE+EXERCISE+OPTIONS
7 OPTIMAL MULTIPLE STOPPING 420740 3% 47% 8 Search OPTIMAL+MULTIPLE+STOPPING Search OPTIMAL+MULTIPLE+STOPPING
8 MULTIPLE STATE VARIABLES 357635 1% 80% 4 Search MULTIPLE+STATE+VARIABLES Search MULTIPLE+STATE+VARIABLES
9 INFORMATION RELAXATIONS 335284 1% 100% 3 Search INFORMATION+RELAXATIONS Search INFORMATION+RELAXATIONS
10 HYDROELECTRIC FACILITY 223523 1% 100% 2 Search HYDROELECTRIC+FACILITY Search HYDROELECTRIC+FACILITY

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.

Classes with closest relation at Level 1


rank cluster_id2 link
1 19107 CONVENIENCE YIELD//ELECTRICITY SPOT PRICE//THEORY OF STORAGE
2 630 OPTION PRICING//AMERICAN OPTIONS//STOCHASTIC VOLATILITY
3 25429 VARIABLE ANNUITIES//SURRENDER OPTION//PARISIAN OPTIONS
4 5391 REAL OPTIONS//INVESTMENT UNDER UNCERTAINTY//INVESTMENT TIMING
5 4103 BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//G EXPECTATION
6 33483 INTERSECTION PERCENTAGE FUNCTION//DISINTEGRATION OF LEBESGUE MEASURE//GEOMETRIC MEASURE REPRESENTATION
7 27911 PRINCIPAL POINTS//SELECTIVE ASSEMBLY//BATCH SELECTIVE ASSEMBLY
8 27961 L 1 ERROR//NONPARAMETRIC REGRESSION ESTIMATION//REGRESSION ESTIMATE
9 12081 STOCHASTIC APPROXIMATION//PERFORMANCE POTENTIAL//GRADIENT ESTIMATION
10 20998 NATURAL GAS MARKET//ENTRY EXIT TARIFFS//EUROPEAN GAS MARKET

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