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Heston, Steven L.
13
Heston, Steven
2
Loewenstein, Mark
2
Nandi, Saikat
2
Rouwenhorst, K.Geert
2
Sadka, Ronnie
2
Willard, Gregory A.
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The review of financial studies
4
Journal of financial economics
3
The journal of fixed income
2
European financial management : the journal of the European Financial Management Association
1
Financial analysts' journal : FAJ
1
Review of derivatives research
1
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OLC EcoSci
ECONIS (ZBW)
72
RePEc
19
EconStor
4
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1
A TWO-FACTOR TERM STRUCTURE MODEL UNDER GARCH VOLATILITY
Heston, Steven
;
Nandi, Saikat
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 87
Persistent link: https://www.econbiz.de/10007158177
Saved in:
2
Discrete-Time Versions of Continuous-Time Interest Rate Models
Heston, Steven
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 86-88
Persistent link: https://www.econbiz.de/10007331240
Saved in:
3
Invisible Parameters in Option Prices
Heston, Steven L.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10006603668
Saved in:
4
Does industrial structure explain the benefits of international diversification?
Heston, Steven L.
;
Geert Rouwenhorst, K.
- In:
Journal of financial economics
36
(
1994
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10006535811
Saved in:
5
VALUATION - Valuation and Hedging of Risky Lease Payments - A simple formula to value risky corporate lease payments provides more accurate results than previous formulas
Heston, Steven L.
- In:
Financial analysts' journal : FAJ
55
(
1999
)
1
,
pp. 88-94
Persistent link: https://www.econbiz.de/10006300457
Saved in:
6
The Role of Beta and Size in the Cross-Section of European Stock Returns
Heston, Steven L.
;
Rouwenhorst, K.Geert
;
Wessels, Roberto E.
- In:
European financial management : the journal of the …
5
(
1999
)
1
,
pp. 9-28
Persistent link: https://www.econbiz.de/10005962377
Saved in:
7
Options and Bubbles
Heston, Steven L.
;
Loewenstein, Mark
;
Willard, Gregory A.
- In:
The review of financial studies
20
(
2013
)
2
,
pp. 359-358
Persistent link: https://www.econbiz.de/10010113689
Saved in:
8
Closed-form option pricing formulas with extreme events
Câmara, António
;
Heston, Steven L.
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 213-230
Persistent link: https://www.econbiz.de/10007897436
Saved in:
9
Seasonality in the cross-section of stock returns
Heston, Steven L.
;
Sadka, Ronnie
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 418-445
Persistent link: https://www.econbiz.de/10007899842
Saved in:
10
A model of discontinuous interest rate behavior, yield curves, and volatility
Heston, Steven L.
- In:
Review of derivatives research
10
(
2007
)
3
,
pp. 205-226
Persistent link: https://www.econbiz.de/10008075940
Saved in:
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