Results 21 to 30 of about 1,119,588 (120)
Abstract Background During coronavirus disease 2019 (COVID‐19)–related operating room closures, some multidisciplinary thoracic oncology teams adopted a paradigm of stereotactic ablative radiotherapy (SABR) as a bridge to surgery, an approach called SABR‐BRIDGE. This study presents the preliminary surgical and pathological results.
Biniam Kidane+23 more
wiley +1 more source
Abstract The hedging of European contingent claims in a continuous‐time hidden Markov‐regime‐switching diffusion model is discussed using stochastic flows of diffeomorphisms and Monte‐Carlo simulations. Specifically, the price dynamics of an underlying risky asset are governed by a continuous‐time hidden Markov‐modulated local‐volatility model ...
Robert J. Elliott, Tak Kuen Siu
wiley +1 more source
Clinical evidence for synergy between immunotherapy and radiotherapy (SITAR)
Summary Previous preclinical and clinical trials have shown promising antitumour activity and toxicity profile when employing the ‘Synergy between Immunotherapy and Radiotherapy’ (SITAR) strategy. Approximately, one in seven radiation therapy studies currently recruiting is investigating SITAR. This article reviews the range of cancers known to respond
Suki Gill+5 more
wiley +1 more source
Abstract We study the sensitivity of the leverage effect to changes of the volatility and the price, showing the existence of an analytical link between the latter and the price‐leverage covariation in settings with, respectively, stochastic and level‐dependent volatility.
Giacomo Toscano
wiley +1 more source
Calibrating and completing the volatility cube in the SABR Model [PDF]
This report describes the calibration and completion of the volatility cube in the SABR model. The description is based on a project done for Assenagon GmbH in Munich. However, we use fictitious market data which resembles realistic market data. The problem posed by our client is formulated in section 1.
Dimitroff, G., de Kock, J.
openaire +2 more sources
The U.S. stock market is one of the largest and most complex marketplaces in the global financial system. Over the past several decades, this market has evolved at multiple structural and temporal scales. New exchanges became active, and others stopped trading, regulations have been introduced and adapted, and technological innovations have pushed the ...
Colin M. Van Oort+5 more
wiley +1 more source
Target volatility option pricing in the lognormal fractional SABR model [PDF]
We examine in this article the pricing of target volatility options in the lognormal fractional SABR model.
Rupak Chatterjee+3 more
openaire +2 more sources
Image depicting all tumour‐derived components that can be detected in blood. Produced using BioRender. Lung cancer survival statistics are sobering with survival ranking among the poorest of all cancers despite the addition of targeted therapies and immunotherapies. However, improvements in tools for early detection hold promise. The Nederlands–Leuvens
Lukas Kalinke+2 more
wiley +1 more source
Hyperbolic Normal Stochastic Volatility Model [PDF]
For option pricing models and heavy-tailed distributions, this study proposes a continuous-time stochastic volatility model based on an arithmetic Brownian motion: a one-parameter extension of the normal stochastic alpha-beta-rho (SABR) model.
Jaehyuk Choi, Chenru Liu, Byoung Ki Seo
semanticscholar +1 more source
Asymptotic Implied Volatility at the Second Order with Application to the SABR Model [PDF]
We provide a general method to compute a Taylor expansion in time of implied volatility for stochastic volatility models, using a heat kernel expansion. Beyond the order 0 implied volatility which is already known, we compute the first order correction exactly at all strikes from the scalar coefficient of the heat kernel expansion.
openaire +4 more sources