Results 131 to 140 of about 459,046 (342)

Local time and the pricing of time-dependent barrier options

open access: yes, 2008
A time-dependent double-barrier option is a derivative security that delivers the terminal value $\phi(S_T)$ at expiry $T$ if neither of the continuous time-dependent barriers $b_\pm:[0,T]\to \RR_+$ have been hit during the time interval $[0,T]$. Using a
A. Friedman   +36 more
core   +3 more sources

Commissioning of Halcyon enhanced leaf model in the Eclipse treatment planning system: Focus on simple slit fields and VMAT dose calculation

open access: yesJournal of Applied Clinical Medical Physics, EarlyView.
Abstract Purpose The dual‐layer multileaf collimator (MLC) in Halcyon adds complexities to the dose calculation process owing to the variability of dosimetric characteristics with leaf motion. Recently, an enhanced leaf model (ELM) was developed to refine the MLC model in the Eclipse treatment planning system. This study investigates the performance of
Ryohei Miyasaka   +6 more
wiley   +1 more source

Binary Tree Pricing to Convertible Bonds with Credit Risk under Stochastic Interest Rates

open access: yesAbstract and Applied Analysis, 2013
The convertible bonds usually have multiple additional provisions that make their pricing problem more difficult than straight bonds and options. This paper uses the binary tree method to model the finance market.
Jianbo Huang, Jian Liu, Yulei Rao
doaj   +1 more source

Pricing European and Barrier Options in the Fractional Black-Scholes Market [PDF]

open access: yes
The aim of this paper is to obtain the valuation formulas for European and barrier options if the underlying of the option contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
core  

Stereotactic radiosurgery for multiple small brain metastases using gamma knife versus single‐isocenter VMAT: Normal brain dose based on lesion number and size

open access: yesJournal of Applied Clinical Medical Physics, EarlyView.
Abstract Purpose The study evaluates rapid linear accelerator (Linac) single isocenter stereotactic radiosurgery (SRS) with Hyperarc for large target numbers. We compared to Gamma Knife (GK), which suffers from long treatment times and investigated causes of differences. Methods Linac SRS and GK treatment plans for patients receiving 18 Gy to the gross
Abram Abdou   +4 more
wiley   +1 more source

Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment [PDF]

open access: yesarXiv, 2018
This article presents a generic model for pricing financial derivatives subject to counterparty credit risk. Both unilateral and bilateral types of credit risks are considered. Our study shows that credit risk should be modeled as American style options in most cases, which require a backward induction valuation.
arxiv  

A Framework for Derivative Pricing in the Fractional Black-Scholes Market [PDF]

open access: yes
The aim of this paper is to develop a framework for evaluating derivatives if the underlying of the derivative contract is supposed to be driven by a fractional Brownian motion with Hurst parameter greater than 0.5.
Ciprian Necula
core  

Novel CT radiomics models for the postoperative prediction of early recurrence of resectable pancreatic adenocarcinoma: A single‐center retrospective study in China

open access: yesJournal of Applied Clinical Medical Physics, EarlyView.
Abstract Purpose To assess the predictive capability of CT radiomics features for early recurrence (ER) of pancreatic ductal adenocarcinoma (PDAC). Methods Postoperative PDAC patients were retrospectively selected, all of whom had undergone preoperative CT imaging and surgery. Both patients with resectable or borderline‐resectable pancreatic cancer met
Xinze Du   +7 more
wiley   +1 more source

Home - About - Disclaimer - Privacy