47 resultados para Heston Local Volatility Gyongy call prices evaluations Monte Carlo method asymptotic formulae for Local Volatility Analytic characteristic function

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Phase-sensitive X-ray imaging shows a high sensitivity towards electron density variations, making it well suited for imaging of soft tissue matter. However, there are still open questions about the details of the image formation process. Here, a framework for numerical simulations of phase-sensitive X-ray imaging is presented, which takes both particle- and wave-like properties of X-rays into consideration. A split approach is presented where we combine a Monte Carlo method (MC) based sample part with a wave optics simulation based propagation part, leading to a framework that takes both particle- and wave-like properties into account. The framework can be adapted to different phase-sensitive imaging methods and has been validated through comparisons with experiments for grating interferometry and propagation-based imaging. The validation of the framework shows that the combination of wave optics and MC has been successfully implemented and yields good agreement between measurements and simulations. This demonstrates that the physical processes relevant for developing a deeper understanding of scattering in the context of phase-sensitive imaging are modelled in a sufficiently accurate manner. The framework can be used for the simulation of phase-sensitive X-ray imaging, for instance for the simulation of grating interferometry or propagation-based imaging.

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Although the Monte Carlo (MC) method allows accurate dose calculation for proton radiotherapy, its usage is limited due to long computing time. In order to gain efficiency, a new macro MC (MMC) technique for proton dose calculations has been developed. The basic principle of the MMC transport is a local to global MC approach. The local simulations using GEANT4 consist of mono-energetic proton pencil beams impinging perpendicularly on slabs of different thicknesses and different materials (water, air, lung, adipose, muscle, spongiosa, cortical bone). During the local simulation multiple scattering, ionization as well as elastic and inelastic interactions have been taken into account and the physical characteristics such as lateral displacement, direction distributions and energy loss have been scored for primary and secondary particles. The scored data from appropriate slabs is then used for the stepwise transport of the protons in the MMC simulation while calculating the energy loss along the path between entrance and exit position. Additionally, based on local simulations the radiation transport of neutrons and the generated ions are included into the MMC simulations for the dose calculations. In order to validate the MMC transport, calculated dose distributions using the MMC transport and GEANT4 have been compared for different mono-energetic proton pencil beams impinging on different phantoms including homogeneous and inhomogeneous situations as well as on a patient CT scan. The agreement of calculated integral depth dose curves is better than 1% or 1 mm for all pencil beams and phantoms considered. For the dose profiles the agreement is within 1% or 1 mm in all phantoms for all energies and depths. The comparison of the dose distribution calculated using either GEANT4 or MMC in the patient also shows an agreement of within 1% or 1 mm. The efficiency of MMC is up to 200 times higher than for GEANT4. The very good level of agreement in the dose comparisons demonstrate that the newly developed MMC transport results in very accurate and efficient dose calculations for proton beams.

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The conversion of computed tomography (CT) numbers into material composition and mass density data influences the accuracy of patient dose calculations in Monte Carlo treatment planning (MCTP). The aim of our work was to develop a CT conversion scheme by performing a stoichiometric CT calibration. Fourteen dosimetrically equivalent tissue subsets (bins), of which ten bone bins, were created. After validating the proposed CT conversion scheme on phantoms, it was compared to a conventional five bin scheme with only one bone bin. This resulted in dose distributions D(14) and D(5) for nine clinical patient cases in a European multi-centre study. The observed local relative differences in dose to medium were mostly smaller than 5%. The dose-volume histograms of both targets and organs at risk were comparable, although within bony structures D(14) was found to be slightly but systematically higher than D(5). Converting dose to medium to dose to water (D(14) to D(14wat) and D(5) to D(5wat)) resulted in larger local differences as D(5wat) became up to 10% higher than D(14wat). In conclusion, multiple bone bins need to be introduced when Monte Carlo (MC) calculations of patient dose distributions are converted to dose to water.

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The electron Monte Carlo (eMC) dose calculation algorithm in Eclipse (Varian Medical Systems) is based on the macro MC method and is able to predict dose distributions for high energy electron beams with high accuracy. However, there are limitations for low energy electron beams. This work aims to improve the accuracy of the dose calculation using eMC for 4 and 6 MeV electron beams of Varian linear accelerators. Improvements implemented into the eMC include (1) improved determination of the initial electron energy spectrum by increased resolution of mono-energetic depth dose curves used during beam configuration; (2) inclusion of all the scrapers of the applicator in the beam model; (3) reduction of the maximum size of the sphere to be selected within the macro MC transport when the energy of the incident electron is below certain thresholds. The impact of these changes in eMC is investigated by comparing calculated dose distributions for 4 and 6 MeV electron beams at source to surface distance (SSD) of 100 and 110 cm with applicators ranging from 6 x 6 to 25 x 25 cm(2) of a Varian Clinac 2300C/D with the corresponding measurements. Dose differences between calculated and measured absolute depth dose curves are reduced from 6% to less than 1.5% for both energies and all applicators considered at SSD of 100 cm. Using the original eMC implementation, absolute dose profiles at depths of 1 cm, d(max) and R50 in water lead to dose differences of up to 8% for applicators larger than 15 x 15 cm(2) at SSD 100 cm. Those differences are now reduced to less than 2% for all dose profiles investigated when the improved version of eMC is used. At SSD of 110 cm the dose difference for the original eMC version is even more pronounced and can be larger than 10%. Those differences are reduced to within 2% or 2 mm with the improved version of eMC. In this work several enhancements were made in the eMC algorithm leading to significant improvements in the accuracy of the dose calculation for 4 and 6 MeV electron beams of Varian linear accelerators.

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The aim of this work was a Monte Carlo (MC) based investigation of the impact of different radiation transport methods in collimators of a linear accelerator on photon beam characteristics, dose distributions, and efficiency. Thereby it is investigated if it is possible to use different simplifications in the radiation transport for some clinical situations in order to save calculation time.

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This article presents the implementation and validation of a dose calculation approach for deforming anatomical objects. Deformation is represented by deformation vector fields leading to deformed voxel grids representing the different deformation scenarios. Particle transport in the resulting deformed voxels is handled through the approximation of voxel surfaces by triangles in the geometry implementation of the Swiss Monte Carlo Plan framework. The focus lies on the validation methodology which uses computational phantoms representing the same physical object through regular and irregular voxel grids. These phantoms are chosen such that the new implementation for a deformed voxel grid can be compared directly with an established dose calculation algorithm for regular grids. Furthermore, separate validation of the aspects voxel geometry and the density changes resulting from deformation is achieved through suitable design of the validation phantom. We show that equivalent results are obtained with the proposed method and that no statistically significant errors are introduced through the implementation for irregular voxel geometries. This enables the use of the presented and validated implementation for further investigations of dose calculation on deforming anatomy.

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Recently, the new high definition multileaf collimator (HD120 MLC) was commercialized by Varian Medical Systems providing high resolution in the center section of the treatment field. The aim of this work is to investigate the characteristics of the HD120 MLC using Monte Carlo (MC) methods.

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Monte Carlo (MC) based dose calculations can compute dose distributions with an accuracy surpassing that of conventional algorithms used in radiotherapy, especially in regions of tissue inhomogeneities and surface discontinuities. The Swiss Monte Carlo Plan (SMCP) is a GUI-based framework for photon MC treatment planning (MCTP) interfaced to the Eclipse treatment planning system (TPS). As for any dose calculation algorithm, also the MCTP needs to be commissioned and validated before using the algorithm for clinical cases. Aim of this study is the investigation of a 6 MV beam for clinical situations within the framework of the SMCP. In this respect, all parts i.e. open fields and all the clinically available beam modifiers have to be configured so that the calculated dose distributions match the corresponding measurements. Dose distributions for the 6 MV beam were simulated in a water phantom using a phase space source above the beam modifiers. The VMC++ code was used for the radiation transport through the beam modifiers (jaws, wedges, block and multileaf collimator (MLC)) as well as for the calculation of the dose distributions within the phantom. The voxel size of the dose distributions was 2mm in all directions. The statistical uncertainty of the calculated dose distributions was below 0.4%. Simulated depth dose curves and dose profiles in terms of [Gy/MU] for static and dynamic fields were compared with the corresponding measurements using dose difference and γ analysis. For the dose difference criterion of ±1% of D(max) and the distance to agreement criterion of ±1 mm, the γ analysis showed an excellent agreement between measurements and simulations for all static open and MLC fields. The tuning of the density and the thickness for all hard wedges lead to an agreement with the corresponding measurements within 1% or 1mm. Similar results have been achieved for the block. For the validation of the tuned hard wedges, a very good agreement between calculated and measured dose distributions was achieved using a 1%/1mm criteria for the γ analysis. The calculated dose distributions of the enhanced dynamic wedges (10°, 15°, 20°, 25°, 30°, 45° and 60°) met the criteria of 1%/1mm when compared with the measurements for all situations considered. For the IMRT fields all compared measured dose values agreed with the calculated dose values within a 2% dose difference or within 1 mm distance. The SMCP has been successfully validated for a static and dynamic 6 MV photon beam, thus resulting in accurate dose calculations suitable for applications in clinical cases.

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The electron Monte Carlo (eMC) dose calculation algorithm available in the Eclipse treatment planning system (Varian Medical Systems) is based on the macro MC method and uses a beam model applicable to Varian linear accelerators. This leads to limitations in accuracy if eMC is applied to non-Varian machines. In this work eMC is generalized to also allow accurate dose calculations for electron beams from Elekta and Siemens accelerators. First, changes made in the previous study to use eMC for low electron beam energies of Varian accelerators are applied. Then, a generalized beam model is developed using a main electron source and a main photon source representing electrons and photons from the scattering foil, respectively, an edge source of electrons, a transmission source of photons and a line source of electrons and photons representing the particles from the scrapers or inserts and head scatter radiation. Regarding the macro MC dose calculation algorithm, the transport code of the secondary particles is improved. The macro MC dose calculations are validated with corresponding dose calculations using EGSnrc in homogeneous and inhomogeneous phantoms. The validation of the generalized eMC is carried out by comparing calculated and measured dose distributions in water for Varian, Elekta and Siemens machines for a variety of beam energies, applicator sizes and SSDs. The comparisons are performed in units of cGy per MU. Overall, a general agreement between calculated and measured dose distributions for all machine types and all combinations of parameters investigated is found to be within 2% or 2 mm. The results of the dose comparisons suggest that the generalized eMC is now suitable to calculate dose distributions for Varian, Elekta and Siemens linear accelerators with sufficient accuracy in the range of the investigated combinations of beam energies, applicator sizes and SSDs.

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Currently photon Monte Carlo treatment planning (MCTP) for a patient stored in the patient database of a treatment planning system (TPS) can usually only be performed using a cumbersome multi-step procedure where many user interactions are needed. This means automation is needed for usage in clinical routine. In addition, because of the long computing time in MCTP, optimization of the MC calculations is essential. For these purposes a new graphical user interface (GUI)-based photon MC environment has been developed resulting in a very flexible framework. By this means appropriate MC transport methods are assigned to different geometric regions by still benefiting from the features included in the TPS. In order to provide a flexible MC environment, the MC particle transport has been divided into different parts: the source, beam modifiers and the patient. The source part includes the phase-space source, source models and full MC transport through the treatment head. The beam modifier part consists of one module for each beam modifier. To simulate the radiation transport through each individual beam modifier, one out of three full MC transport codes can be selected independently. Additionally, for each beam modifier a simple or an exact geometry can be chosen. Thereby, different complexity levels of radiation transport are applied during the simulation. For the patient dose calculation, two different MC codes are available. A special plug-in in Eclipse providing all necessary information by means of Dicom streams was used to start the developed MC GUI. The implementation of this framework separates the MC transport from the geometry and the modules pass the particles in memory; hence, no files are used as the interface. The implementation is realized for 6 and 15 MV beams of a Varian Clinac 2300 C/D. Several applications demonstrate the usefulness of the framework. Apart from applications dealing with the beam modifiers, two patient cases are shown. Thereby, comparisons are performed between MC calculated dose distributions and those calculated by a pencil beam or the AAA algorithm. Interfacing this flexible and efficient MC environment with Eclipse allows a widespread use for all kinds of investigations from timing and benchmarking studies to clinical patient studies. Additionally, it is possible to add modules keeping the system highly flexible and efficient.

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The purpose of this work was to study and quantify the differences in dose distributions computed with some of the newest dose calculation algorithms available in commercial planning systems. The study was done for clinical cases originally calculated with pencil beam convolution (PBC) where large density inhomogeneities were present. Three other dose algorithms were used: a pencil beam like algorithm, the anisotropic analytic algorithm (AAA), a convolution superposition algorithm, collapsed cone convolution (CCC), and a Monte Carlo program, voxel Monte Carlo (VMC++). The dose calculation algorithms were compared under static field irradiations at 6 MV and 15 MV using multileaf collimators and hard wedges where necessary. Five clinical cases were studied: three lung and two breast cases. We found that, in terms of accuracy, the CCC algorithm performed better overall than AAA compared to VMC++, but AAA remains an attractive option for routine use in the clinic due to its short computation times. Dose differences between the different algorithms and VMC++ for the median value of the planning target volume (PTV) were typically 0.4% (range: 0.0 to 1.4%) in the lung and -1.3% (range: -2.1 to -0.6%) in the breast for the few cases we analysed. As expected, PTV coverage and dose homogeneity turned out to be more critical in the lung than in the breast cases with respect to the accuracy of the dose calculation. This was observed in the dose volume histograms obtained from the Monte Carlo simulations.