Results 51 to 60 of about 143 (96)

Abstracts

Molecular Oncology, Volume 19, Issue S1, Page 1-940, June 2025.
Abstracts submitted to the ‘EACR 2025 Congress: Innovative Cancer Science’, from 16–19 June 2025 and accepted by the Congress Organising Committee are published in this Supplement of Molecular Oncology, an affiliated journal of the European Association for Cancer Research (EACR).
wiley   +1 more source

Implied value-at-risk and model-free simulation. [PDF]

Ann Oper Res, 2022
Bernard C, Perchiazzo A, Vanduffel S.
europepmc   +1 more source

The equivalent CEV volatility of the SABR model [PDF]

, 2019
Jaehyuk Choi, Lixin Wu
openalex   +2 more sources

Gamma and vega hedging using deep distributional reinforcement learning. [PDF]

Front Artif Intell, 2023
Cao J, Chen J, Farghadani S, Hull J, Poulos Z, Wang Z, Yuan J.   +6 more
europepmc   +1 more source

A variable-rate quantitative trait evolution model using penalized-likelihood. [PDF]

PeerJ, 2021
Revell LJ.
europepmc   +1 more source

Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities. [PDF]

Rev Deriv Res (Dordr), 2022
Muck M.
europepmc   +1 more source

Practice-relevant model validation: distributional parameter risk analysis in financial model risk management. [PDF]

Ann Oper Res, 2022
Cummins M, Gogolin F, Kearney F, Kiely G, Murphy B.   +4 more
europepmc   +1 more source

A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process. [PDF]

Math Financ Econ, 2021
Bernis G, Brignone R, Scotti S, Sgarra C.   +3 more
europepmc   +1 more source

A Note on the Option Price and 'Mass at Zero in the Uncorrelated SABR Model and Implied Volatility Asymptotics'

, 2020
Jaehyuk Choi, Lixin Wu
openalex   +1 more source

Asymptotic Implied Volatility at the Second Order with Application to the SABR Model [PDF]

, 2015
Louis Paulot
openalex   +1 more source