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Quantifying Uncertainty: Potential Medical Applications of the Heston Model of Financial Stochastic Volatility

https://doi.org/10.2139/ssrn.4650868
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inferredcites →https://doi.org/10.1007/978-3-662-48258-2_10openalex-extracted
Option Pricing in Practice—Heston’s Stochastic Volatility Model
inferredcites →https://doi.org/10.1007/s10955-020-02669-yopenalex-extracted
Analytical Survival Analysis of the Ornstein–Uhlenbeck Process
inferredcites →https://doi.org/10.1016/0304-4076(86)90063-1openalex-extracted
Generalized autoregressive conditional heteroskedasticity
inferredcites →https://doi.org/10.1016/j.conb.2014.09.003openalex-extracted
Human intracranial high-frequency activity during memory processing: neural oscillations or stochastic volatility?
inferredcites →https://doi.org/10.1016/j.ifacol.2017.08.1850openalex-extracted
Parameter Estimations of Heston Model Based on Consistent Extended Kalman Filter
inferredcites →https://doi.org/10.1057/pt.2010.23openalex-extracted
A comparison of official population projections with Bayesian time series forecasts for England and Wales
inferredcites →https://doi.org/10.1086/260062openalex-extracted
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1093/ajcn/78.6.1141openalex-extracted
Variability of measured resting metabolic rate
inferredcites →https://doi.org/10.1093/rfs/6.2.327openalex-extracted
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
inferredcites →https://doi.org/10.12659/msm.942215openalex-extracted
Circadian Rhythms in Cardiovascular Function: Implications for Cardiac Diseases and Therapeutic Opportunities
inferredcites →https://doi.org/10.1515/math-2017-0058openalex-extracted
Calibration and simulation of Heston model
inferredcites →https://doi.org/10.21314/jcf.2005.136openalex-extracted
Convergence of Monte Carlo simulations involving the mean-reverting square root process
inferredcites →https://doi.org/10.2307/1912773openalex-extracted
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
inferredcites →https://doi.org/10.32479/ijeep.11975openalex-extracted
Can the Heston Model Forecast Energy Generation? A Systematic Literature Review
inferredcites →https://doi.org/10.3390/e22121432openalex-extracted
Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing
inferredcites →https://doi.org/10.36106/ijsr/1830060openalex-extracted
THE PERCENT FRAGILITY INDEX
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