Results 51 to 60 of about 7,902 (150)

Option Valuation in Multivariate SABR Models [PDF]

We consider the joint dynamic of a basket of n-assets where each asset itself follows a SABR stochastic volatility model. Using the Markovian Projection methodology we approximate a univariate displaced diffusion SABR dynamic for the basket to price caps
Jörg Kienitz, Manuel Wittke
core  

Pre-immunotherapy alters stereotactic ablative radiotherapy-induced systemic T cell responses in early-stage NSCLC

Cancer Immunology, Immunotherapy
Background Stereotactic ablative radiotherapy (SABR) is thought to activate T cell responses in patients with cancer, leading to its combination with immunotherapy and chemotherapy for treatment of non-small-cell lung cancer (NSCLC).
Chao Liu, Yanjuan Chen, Xiaohui Li, Zhijie Bai, Meilin Jiang, Dongsheng Sheng, Wenxue Zou, Rui Huang, Qingyu Huang, Fuhao Wang, Jingyang Zhu, Huiru Sun, Bing Liu, Zongcheng Li, Bing Sun   +14 more
doaj   +1 more source

Additional file 1 of Single vs. multiple fraction non-inferiority trial of stereotactic ablative radiotherapy for the comprehensive treatment of oligo-metastases/progression: SIMPLIFY-SABR-COMET

Additional file 1: Appendix 1. BC CANCER PROVINCIAL SABR ORGAN-AT-RISK (OAR) CONSTRAINTS. Appendix 2. Reasonable reirradiation SBRT doses to the thecal sac Pmax following common initial conventional radiotherapy ...
Ronan McDermott (32512), Mitchell Liu (5820566), Doris Howell (3864217), John Armstrong (38318), Robert Olson (11367), Jillian Tsai (17899733), Curtis Leclerc (17899712), Sashendra Senthi (7284812), Tanya Berrang (5820578), Alanah Bergman (5820569), Boris Valev (5820605), Paul Kelly (95510), Andrew Warner (835923), Isabelle Thibault (17899736), Elisa Chan (17899718), Haley Clark (16221245), Houda Bahig (8117579), Rashmi Koul (11651390), Nick Chng (5820584), Debra Walker (17899727), Alexander Benny (17899715), Petra Grendarova (17899724), Derek Grose (17899739), Rishi Sinha (17899730), Siavash Atrchian (10930908), Hannah Carolan (5820602), Scott Tyldesley (5820611), Candice Johnstone (15228106), Stephen Harrow (7284803), Sarah Baker (813920), Srini Vasan (17899742), Alexander V. Louie (8805818), Devin Schellenberg (5820614), Fred Hsu (5820575), Laura Dawson (602868), Iain Phillips (161947), Noel Aherne (17899745), Shilo Lefresne (7572869), Will Jiang (13921134), David A. Palma (8805824), Hadassah Abraham (17899709), Benjamin Mou (571376), Andrew Bang (17899721), Aisling Barry (13110942), Quinn Matthews (784223), Emma M. Dunne (4797246)   +45 more
core   +1 more source

Probability Density of Lognormal Fractional SABR Model

, 2022
Instantaneous volatility of logarithmic return in the lognormal fractional SABR model is driven by the exponentiation of a correlated fractional Brownian motion.
Tai-Ho Wang, Jiro Akahori, Xiaoming Song, Song, Xiaoming, Wang, Tai-Ho, Akahori, Jiro   +5 more
core   +1 more source

Lobectomy versus stereotactic ablative radiotherapy for medically operable patients with stage IA non‐small cell lung cancer: A virtual randomized phase III trial stratified by age

Thoracic Cancer, 2019
Background Although the choice between stereotactic ablative radiotherapy (SABR) and lobectomy for early‐stage non‐small cell lung cancer (NSCLC) has been debated for years, the two procedures have not yet been directly compared in a randomized trial. We
Young‐Seok Seo, Hak Jae Kim, Hong Gyun Wu, Sun Mi Choi, Samina Park   +4 more
doaj   +1 more source

Pricing Discrete Barrier Options under Stochastic Volatility [PDF]

This paper proposes a new approximation method for pricing barrier options with discrete monitoring under stochastic volatility environment. In particular, the integration-by-parts formula and the duality formula in Malliavin calculus are effectively ...
Kenichiro Shiraya, Akihiko Takahashi, Toshihiro Yamada   +2 more
core  

Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration

, 2013
A multiscale SABR model that describes the dynamics of forward prices/rates is presented. New closed form formulae for the transition probability density functions of the normal and lognormal SABR and multiscale SABR models and for the prices of the ...
Lorella Fatone, RECCHIONI, MARIA CRISTINA, Maria Cristina Recchioni, FATONE, Lorella, Francesco Zirilli, MARIANI, FRANCESCA, Francesca Mariani, ZIRILLI, Francesco   +7 more
core   +1 more source

Establishing the Role of Stereotactic Ablative Body Radiotherapy in Early-Stage Breast Cancer

International Journal of Breast Cancer, 2018
Stereotactic ablative body radiotherapy (SABR) has a role as definitive therapy in many tumor sites; however, its role in the treatment of breast cancer is less well explored.
Aisling Barry, Anthony Fyles
doaj   +1 more source

Empirical performance of SABR model [PDF]

, 2012
本论文对SABR模型进行研究并对SABR模型实验研究和其它发表的期权定价模型像Black-Scholes模型、赫斯顿SV模型、默顿跳扩散模型进行比较。实验分析和参量估计问题用1996-2010拟合模型的标准普尔500指数和看涨期权的数据。 论文结构和小题如下： 前言介绍本论文的动机、研究计划和预估的结果。 第一章回顾参考书目、介绍SABR模型和讨论SABR模型的研究意义的原因。此外，本论文提到Hagan和其它的SABR模型逼近法的解答。第一章也介绍Black-Scholes模型、赫斯顿SV模型 ...
Irina Bevza
core  

Stereotactic Radiation Therapy for the Treatment of Glandular Metastases From Renal Cell Carcinoma

Advances in Radiation Oncology
Purpose: The optimal management strategies for glandular metastases in patients with metastatic renal cell carcinoma (mRCC) are currently unknown. While local therapy may be effective, there is a paucity of data on Stereotactic Ablative Body Radiation ...
Mihailo Miljanic, MD, Tidie Song, BS, Alana Christie, MS, Allen Yen, MD, Young Suk Kwon, MD, MPH, Aurelie Garant, MD, Todd A. Aguilera, MD, PhD, Zabihullah Wardak, MD, Hans Hammers, MD, Kevin Courtney, MD, PhD, Suzanne Cole, MD, James Brugarolas, MD, PhD, Robert Timmerman, MD, Raquibul Hannan, MD, PhD   +13 more
doaj   +1 more source