Results 161 to 170 of about 13,841,708 (205)

A novel PSMA-targeting tracer with highly negatively charged linker demonstrates decreased salivary gland uptake in mice compared to [⁶⁸Ga]Ga-PSMA-11. [PDF]

EJNMMI Radiopharm Chem
Huang SS, DiFilippo FP, Lindner DJ, Heston WD.   +3 more
europepmc   +1 more source

Stochastic and Statistical Analysis of Cnoidal, Snoidal, Dnoidal, Hyperbolic, Trigonometric and Exponential Wave Solutions of a Coupled Volatility Option-Pricing System. [PDF]

Entropy (Basel)
Abdalgadir LM, Ahmad S, Youniso B, Aldwoah K.   +3 more
europepmc   +1 more source

MODERN LOGARITHMS FOR THE HESTON MODEL [PDF]

International Journal of Theoretical and Applied Finance, 2007
We give a simple proof that in applications there is no need to track the branch-cut of the complex logarithm in the Heston model when using the Lewis-Lipton formula in the right way.
openaire   +2 more sources

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ON THE HESTON MODEL WITH STOCHASTIC CORRELATION

International Journal of Theoretical and Applied Finance, 2016
The degree of relationship between financial products and financial institutions, e.g. must be considered for pricing and hedging. Usually, for financial products modeled with the specification of a system of stochastic differential equations, the relationship is represented by correlated Brownian motions (BMs).
Teng, Long, Ehrhardt, Matthias, Günther, Michael   +2 more
openaire   +1 more source

Efficient option pricing in the rough Heston model using weak simulation schemes

Quantitative Finance
We provide an efficient and accurate simulation scheme for the rough Heston model in the standard ($H>0$) as well as the hyper-rough regime ($H > -1/2$).
Christian Bayer
exaly   +2 more sources

The Heston Model

2017
In this chapter we introduce the subject of volatility modelling. Some issues have already been tackled in Kienitz (2014). We start with a short general introduction.
Jörg Kienitz, Peter Caspers
openaire   +1 more source