Results 91 to 100 of about 27,645 (243)

The Heston Riemannian distance function [PDF]

, 2013
The Heston model is a popular stock price model with stochastic volatility that has found numerous applications in practice. In the present paper, we study the Riemannian distance function associated with the Heston model and obtain explicit formulas for
Gulisashvili, Archil, Laurence, Peter
core  

Flap Choice in Gender Affirming Phalloplasty Affects Postoperative Complication Rates

Microsurgery, Volume 46, Issue 1, January 2026.
ABSTRACT Background Phalloplasty plays an important role in female‐to‐male (FTM) gender affirmation surgery to create a neophallus that prioritizes aesthetic and functional outcomes. Patients have a variety of flap choices for phalloplasty, but they can often come with complications. This study aimed to evaluate the impact of flap choice on the rate of
Ellen Wang, Bennett Cleff, Anthony Basta, Jackson C. Green, Kylie R. Swiekatowski, Paul Won, Kris Slaughter, Rachel Goldstein, Klara Sputova, Daniel Freet   +9 more
wiley   +1 more source

European option pricing under the approximate fractional Heston jump–diffusion model with a stochastic long-term mean

Alexandria Engineering Journal
To address the limitations of the traditional Heston model, which fails to capture asset price jumps, long-range dependence, and the term structure of implied volatility and variance swap curves, this study proposes an enhanced approximate fractional ...
Yubing Wang, Yanan Bai
doaj   +1 more source

Prices and Asymptotics for Discrete Variance Swaps

, 2013
We study the fair strike of a discrete variance swap for a general time-homogeneous stochastic volatility model. In the special cases of Heston, Hull-White and Schobel-Zhu stochastic volatility models we give simple explicit expressions (improving ...
Bernard, Carole, Cui, Zhenyu
core   +1 more source

Portfolio Optimization under Double Heston Duffie-Kan Model and the Price Calculation of the European Option [PDF]

, 2022
Hossein Samimi, Alireza Najafi
openalex   +1 more source

Pricing European Options in the Heston and the Double Heston models

Metody Ilościowe w Badaniach Ekonomicznych, 2022
Two models of pricing European options are presented and compared in this paper, i.e. the Heston model and the double Heston model. As the models belong to the class of stochastic volatility models, particular attention is paid to the way the characteristic functions and their inverse Fourier transforms are determined.
openaire   +1 more source

A hybrid approach for the implementation of the Heston model

, 2017
We propose a hybrid tree-finite difference method in order to approximate the Heston model. We prove the convergence by embedding the procedure in a bivariate Markov chain and we study the convergence of European and American option prices.
Briani, Maya, Caramellino, Lucia, Zanette, Antonino   +2 more
core   +3 more sources

Fecal levels of short‐chain fatty acids and prominent bacterial taxa involved in their production are inversely associated with amyloid‐positive status

Alzheimer's &Dementia, Volume 21, Issue S2, December 2025.
Abstract Background Short‐chain fatty acids (SCFA), including acetate, propionate, and butyrate, are abundant gut bacterial metabolites produced via the fermentation of dietary fibers and resistant starch. Several lines of evidence, particularly in preclinical mouse models, suggest a protective role of SCFA against Alzheimer's Disease (AD) pathology ...
Jessamine F Kuehn, Qijun Zhang, Margo B. Heston, Jea Woo Kang, Sandra Harding, Nancy J Davenport‐Sis, Robert L. Kerby, Emma C. Schiffmann, Joseph L. Wheeler, Eleanor Clements, Sushma Shankar, Alissa Mickol, Justus Zemberi, Hana Chow, Eric Zhang, Joseph Harpt, Aaliyah Mushtaque, Michelle Yoo, Aiden Cook, Cynthia M. Carlsson, Sterling C Johnson, Sanjay Asthana, Henrik Zetterberg, Kaj Blennow, Tyler K. Ulland, Barbara B. Bendlin, Federico E. Rey   +26 more
wiley   +1 more source

Semi-analytical pricing of barrier options in the time-dependent Heston model [PDF]

, 2022
P. Carr, A. Itkin, D. Muravey
openalex   +1 more source

Algorithm for Financial Derivatives Evaluation in Generalized Double-Heston Model [PDF]

This paper shows how can be estimated the value of an option if we assume the double- Heston model on a message-based architecture. For path trace simulation we will discretize continous model with an Euler division of time.Monte Carlo; algorithms ...
Bogdan Patrut, Tiberiu Socaciu
core