Results 221 to 230 of about 1,024,611 (253)

Benchmarking State-of-the-Art Large Language Models for Migraine Patient Education: Performance Comparison of Responses to Common Queries.

J Med Internet Res
Li L, Li P, Wang K, Zhang L, Ji H, Zhao H.   +5 more
europepmc   +1 more source

Performance Assessment of Large Language Models in Medical Consultation: Comparative Study.

JMIR Med Inform
Seo S, Kim K, Yang H.
europepmc   +1 more source

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On the Infeasability of the Heston Model

SSRN Electronic Journal, 2020
Heston (1993) is among the progenitors in the literature regarding option pricing under stochastic volatility. This paper seeks to show that, under his own assumptions, Heston's results are less general than previously believed.
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On Singularities in the Heston Model

SSRN Electronic Journal, 2007
In this note we provide characterization of the singularities of the Heston characteristic function. In particular, we show that all the singularities are pure imaginary.
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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.
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A fractional Heston model with

Stochastics, 2016
We present a modification of the classical Heston model, where the volatility process is defined by means of a fractional integration of a diffusion process. Our construction allows us to easily compute a martingale representation for the volatility process.
Yan Yang, Elisa Alòs
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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.
Peter Caspers, Jörg Kienitz
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COMPLEX LOGARITHMS IN HESTON-LIKE MODELS [PDF]

Mathematical Finance, 2008
The characteristic functions of many affine jump-diffusion models, such as Heston's stochastic volatility model and all of its extensions, involve multivalued functions like the complex logarithm. If we restrict the logarithm to its principal branch, as is done in most software packages, the characteristic function can become discontinuous, leading to ...
Roger Lord, Christian Kahl, Christian Kahl   +2 more
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