Results 91 to 100 of about 13,841,708 (205)
Developmental Neurobiology, Volume 86, Issue 2, April 2026.ABSTRACT The cortico‐basal ganglia pathways that mediate vocal learning in zebra finches (Taeniopygia guttata) are localized in parallel circuits formed by CORE and SHELL subregions. These circuits traverse a specialized region of the basal ganglia essential for vocal learning (Area X), which includes intermixed striatal and pallidal neurons.
Aditi Jagannathan +2 more
wiley +1 more source
A heterogeneous computing approach to simulation of the Heston Stochastic Volatility Model [PDF]
, 2015 Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled ...
Warne, David, Lindsay, Kenneth
core
Spot inversion in the Heston model [PDF]
, 2008 We analyse the Heston stochastic volatility model under an inversion of spot. The result is that under the appropriate measure changes the resulting process is again a Heston type process whose parameters can be explicitly determined from those of the ...
Baño Rollin, Sebastian del +1 more
core +2 more sources
Path properties of simulation schemes for the Heston stochastic volatility model. [PDF]
The aim of this study is to evaluate some simulation schemes recently suggested for the Heston model by examining their ability in reproducing, on the simulated paths, the autocovariance function of the generated model, when discretely observed.
Gianna Figà-Talamanca
core
Calibration and simulation of Heston model
Open Mathematics, 2017 We calibrate Heston stochastic volatility model to real market data using several optimization techniques. We compare both global and local optimizers for different weights showing remarkable differences even for data (DAX options) from two consecutive ...
Mrázek Milan, Pospíšil Jan
doaj +1 more source
Smiling twice: The Heston++ model
Journal of Banking & Finance, 2018 Abstract We recommend the addition of a deterministic displacement to multi-factor affine models to calibrate and hedge SPX and VIX derivatives jointly. The proposed model, labeled Heston++, calibrates both markets with an average relative error (on quoted implied volatilities over two years of data) of 2%, and a maximum relative error of 4%, without
Pacati, Claudio +2 more
openaire +3 more sources
A Closed Form Solution for Pricing Variance Swaps Under the Rescaled Double Heston Model. [PDF]
Comput Econ, 2023 Yoon Y, Kim JH.
europepmc +1 more source
A note on the Malliavin differentiability of the Heston volatility [PDF]
We show that the Heston volatility or equivalently the Cox-Ingersoll-Ross process is Malliavin differentiable and give an explicit expression for the derivative.
Christian-Olivier Ewald, Elisa Alòs
core
Letter from Gertrude [Heston?] to Hubert Creekmore (21 October 1953) [PDF]
, 1953 [Heston?] writes from New York City to Creekmore in Jackson, Mississippi, regarding The Chain in the Heart. She praises the book and states that she feels like she now knows African Americans through Creekmore\u27s depictions. Includes envelope.https://
Creekmore, Hubert, Heston, Gertrude
core +1 more source
Malliavin differentiability of the Heston volatility and applications to option pricing [PDF]
We prove that the Heston volatility is Malliavin differentiable under the classical Novikov condition and give an explicit expression for the derivative.
Alos, Elisa, Ewald, Christian-Oliver
core