Results 71 to 80 of about 7,902 (150)

Option pricing under the normal SABR model with Gaussian quadratures

, 2023
The stochastic-alpha-beta-rho (SABR) model has been widely adopted in options trading. In particular, the normal ($\beta=0$) SABR model is a popular model choice for interest rates because it allows negative asset values. The option price and delta under
Choi, Jaehyuk, Seo, Byoung Ki
core  

Primary site stereotactic ablative body radiotherapy in localized, recurrent, and metastatic renal cell carcinoma

Clinical and Translational Radiation Oncology
Background and purpose: Stereotactic ablative body radiotherapy (SABR) is an effective treatment for localized renal cell carcinoma (RCC). However, the role of primary site SABR for locally recurrent or metastatic RCC is unclear. Here, we report outcomes
Daniel Huang, Connor Lynch, Lucas M. Serra, Randy F. Sweis, Paul J. Chang, Walter M. Stadler, Russell Z. Szmulewitz, Peter H. O’Donnell, Abhinav Sidana, Scott E. Eggener, Arieh L. Shalhav, Stanley L. Liauw, Sean P. Pitroda   +12 more
doaj   +1 more source

Characterization of SaBR, a novel murine cell surface protein

, 1998
Regulation of hematopoiesis is a complex process consisting of multiple interactions involving cell surface proteins and soluble mediators. SaBR is a novel murine cell surface protein that is differentially expressed within the hematopoietic system in
Sexton, Tracy Lynne
core   +1 more source

SABR-LMM 모형을 이용한 이자율 옵션의 변동성 미소 분석

, 2015
학위논문(석사) - 한국과학기술원 : 금융공학프로그램, 2015.2 ,[73 p. :]전통적인 LIBOR 시장 모형은 결정론적인(deterministic) 변동성 구조를 가정하므로, 모형 내에서 이자율 옵션 시장에 존재하는 변동성 미소 현상을 모형화할 수 없다. 추계적(stochastic) 변동성을 모형화하는 SABR 모형이 LIBOR 시장 모형에 추가됨으로써, 이자율 캡과 이자율 스왑션에 존재하는 변동성 미소에 대한 정보를 추출할 수 있게 된다 ...
YOO, EUN GYU, 유은규
core  

Efficient valuation method for the SABR model∗ [PDF]

, 2013
In this article, we show how the scaling symmetry of the SABR model can be utilized to efficiently price European options. For special kinds of payoffs, the complexity of the problem is reduced by one dimension.
Hyukjae Park
core  

Cost-minimization analysis of the GORTEC 2014-04 randomized phase II study of stereotactic ablative radiotherapy (SABR) or chemotherapy-SABR in oligometastatic head and neck cancer

International audiencePurposeThe randomized phase II GORTEC 2014–04 and French Head and Neck Intergroup study showed deeper deterioration of the quality of life (HRQoL) and dramatically higher severe toxicity rates with similar overall survival rates ...
Sun, Xu-Shan, Falcoz, Antoine, Meurisse, Aurelia, Nerich, Virginie, Thariat, Juliette, Nadin, Lawrence, Bourhis, Jean, Pechery, Adeline   +7 more
core   +1 more source

SABR Modellen : Kalibrerad för Swaptioner med Volatilitetsleende

, 2014
Problem: The standard Black-Scholes framework cannot incorporate the volatility smiles usually observed in the markets. Instead, one must consider alternative stochastic volatility models such as the SABR.
Tran, Nguyen, Weigardh, Anton
core   +2 more sources

Outcomes of RAdium-223 and SABR vs. SABR for oligomEtastatic prostate caNcerS – The RAVENS Phase II Randomized Trial

The STOMP and ORIOLE randomized clinical trials (RCTs) showed progression-free survival (PFS) benefits of metastasis-directed therapy (MDT) alone without androgen-deprivation therapy (ADT) for oligometastatic hormone-sensitive prostate cancer (omHSPC ...
Deek, M.P., Wang, J., Wang, H., Berlin, A., DeWeese, T.L., Desai, N.B., Phillips, R., Tran, P.T., Jr, C. Deville, Abramowitz, M.C., Stish, B.J., Tang, C., Kiess, A.P., Lu, J., Dipasquale, S., Sherry, A.D., Radwan, N., Sutera, P., Bazyar, S., Song, D.   +19 more
core   +1 more source

Does stereotactic ablative body radiotherapy (SABR) added to continued systemic therapy improve time to treatment failure compared with physician's choice of systemic therapy in oligoprogressive ER-positive, HER2-negative advanced breast cancer? Study protocol for a multicentre, randomised, open-label phase II trial in Australian tertiary cancer centres (AVATAR-II). [PDF]

BMJ Open
Connolly E, White M, Siva S, Bressel M, See A, Hunter K, Tan J, Panettieri V, Day D, Byrne K, McCartney A, Webber K, Woodford K, David S.   +13 more
europepmc   +1 more source

Adrenal Insufficiency following Stereotactic Ablative Radiotherapy (SAbR) of Adrenal Gland Metastases

Background: Adrenal metastases are often treated with stereotactic ablative radiation (SAbR). We aimed to assess the incidence, timing, and factors associated with the development of primary adrenal insufficiency (PAI) following SAbR.
Sasan Mirfakhraee, Christie, Alana, Robert Timmerman, Brugarolas, James, Sadia Ali, Michael Dohopolski, Sujana Gottumukkala, Timmerman, Robert, Hannan, Raquibul, Dohopolski, Michael, Ali, Sadia, Gayane Tumyan, Raquibul Hannan, Mirfakhraee, Sasan, Tumyan, Gayane, Hamidi, Oksana, James Brugarolas, Mihailo Miljanic, Oksana Hamidi, Alana Christie, Miljanic, Mihailo, Gottumukkala, Sujana   +21 more
core   +1 more source