Results 161 to 170 of about 27,645 (243)

Corrections in Heston Model Derivations for Bond Options

, 2017
Satrajit Mandal, Sujoy Bhattacharya
openalex   +1 more source

ADI Schemes for Pricing American Options under the Heston Model [PDF]

, 2015
Tinne Haentjens, Karel J. in ’t Hout
openalex   +1 more source

Large Language Models Demonstrate Distinct Personality Profiles. [PDF]

Cureus
Heston TF, Gillette J.
europepmc   +1 more source

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

Asymptotic formulae for implied volatility in the Heston model

, 2009
Martin Forde, Antoine Jacquier, Aleksandar Mijatović   +2 more
openalex   +2 more sources

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

Derivatives Sensitivities Computation under Heston Model on GPU

, 2023
Pierre-Antoine Arsaguet, Paul Bilokon
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

Editorial: Neuroinflammation and gut-brain axis: role of glia cells. [PDF]

Front Neurosci
Costa DVS, Macedo DS, Lima CNC.
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