Results 111 to 120 of about 2,164 (216)

Statistical Significance Versus Clinical Relevance: A Head-to-Head Comparison of the Fragility Index and Relative Risk Index. [PDF]

Cureus, 2023
Heston TF.
europepmc   +1 more source

Rough volatility and CGMY jumps with a finite history and the Rough Heston model – small-time asymptotics in the kt regime

, 2020
Martin Forde, Benjamin Smith, Lauri Viitasaari   +2 more
openalex   +2 more sources

A Comparison of Effective Discretization Schemes for The Double Heston Model in Financial Industry [PDF]

, 2015
Youfa Sun, Lisen Ding, C.Y Liu, G.Y Zhang   +3 more
openalex   +1 more source

Dynamic forecasting and mechanisms of volatility synchronization in complex financial systems. [PDF]

PLoS One
Li JC, Guo J, Ma R, Zhong G.
europepmc   +1 more source

Low-Bias Simulation Scheme for the Heston Model by Inverse Gaussian Approximation

, 2010
Shu Tong Tse, Justin W. L. Wan
openalex   +1 more source

Dynamic Asset Allocation for Pension Funds: A Stochastic Control Approach Using the Heston Model [PDF]

Desmond Marozva, Ştefan Cristian Gherghina   +1 more
openalex   +1 more source

Multi-Level Monte Carlo Simulation on Heston Stochastic Volatility Model

, 2013
Chao Zheng
openalex   +1 more source

Significance, Fragility, and Robustness in Clinical Trials: Stratifying Statistical Evidence. [PDF]

Cureus
Heston TF.
europepmc   +1 more source

Implied value-at-risk and model-free simulation. [PDF]

Ann Oper Res, 2022
Bernard C, Perchiazzo A, Vanduffel S.
europepmc   +1 more source