Results 161 to 170 of about 4,224 (208)

A structured framework for effective and responsible generative artificial intelligence chatbot prompt engineering throughout the scientific process: a comprehensive guide for the health and medical researcher. [PDF]

Front Artif Intell
Ng JY.
europepmc   +1 more source

Novel astatine (²¹¹At)-labelled prostate-specific membrane antigen ligand with a neopentyl-glycol structure: evaluation of stability, efficacy, and safety using a prostate cancer xenograft model. [PDF]

Eur J Nucl Med Mol Imaging
Yaginuma K, Takahashi K, Hoshi S, Joho T, Shimoyama S, Hasegawa N, Hasegawa K, Zhao S, Ukon N, Makabe S, Meguro S, Onagi A, Matsuoka K, Ogawa S, Uemura M, Yamashita T, Suzuki H, Uehara T, Kojima Y.   +18 more
europepmc   +1 more source

On the Heston Model with Stochastic Volatility

, 2017
Alziary, Bénédicte, Takáč, Peter
openaire   +2 more sources

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 original process.
Baño Rollin, Sebastian del, Centre de Recerca Matemàtica   +1 more
core   +3 more sources

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

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