Results 131 to 140 of about 2,164 (216)

Analytic solutions of variance swaps for Heston models with stochastic long-run mean of variance and jumps. [PDF]

PLoS One
Fu J.
europepmc   +1 more source

Dual control Monte Carlo method for tight bounds of value function under Heston stochastic volatility model [PDF]

, 2017
Jingtang Ma, Wenyuan Li, Harry Zheng
openalex  

Factors associated with age at tau pathology onset and time from tau onset to dementia in Alzheimer's disease. [PDF]

Alzheimers Dement
Heston MB, Teague JP, Cody KA, Deming Y, Ruiz de Chavez E, Morse J, Chin NA, Engelman CD, Chappell RJ, Langhough RE, Gleason CE, Clark LR, Zuelsdorff ML, Betthauser TJ, Alzheimer's Disease Neuroimaging Initiative.   +14 more
europepmc   +1 more source

Reduced Basis Methods for Pricing Options with the Black--Scholes and Heston Models [PDF]

, 2014
Olena Burkovska, Bernard Haasdonk, Julien Salomon, Barbara Wohlmuth   +3 more
openalex   +1 more source

The quadratic rough Heston model and the joint S&P 500/VIX smile calibration problem [PDF]

, 2020
Jim Gatheral, Paul Jusselin, Mathieu Rosenbaum   +2 more
openalex  

Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate [PDF]

, 2019
Yanhong Zhong, Guohe Deng
openalex   +1 more source

Inference and hedging of the Heston model under P (a simulation study)

, 2015
Andreas M. Nyström
openalex   +1 more source

Numerical approximations for Heston-Hull-White type models [PDF]

, 2015
Maya Briani, Lucia Caramellino, Antonino Zanette   +2 more
openalex  

Algorithm for Financial Derivatives Evaluation in Generalized Double-Heston Model

, 2013
Tiberiu Socaciu
openalex   +1 more source

Pricing VIX options under the Heston-Hawkes stochastic volatility model [PDF]

Oriol Zamora Font
openalex   +1 more source