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The Review of Financial Studies - A Closed-Form GARCH Option Valuation Model
Heston, Steven L.; Nandi, Saikat - In: The review of financial studies 13 (2000) 3, pp. 585-626
Persistent link: https://www.econbiz.de/10007049224
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Asymmetric Information about Volatility: How Does it Affect Implied Volatility, Option Prices and Market Liquidity?
Nandi, Saikat - In: Review of derivatives research 3 (1999) 3, pp. 215-236
Persistent link: https://www.econbiz.de/10005962194
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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
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A multi-factor Markovian HJM model for pricing American interest rate derivatives
Kramin, Marat V.; Nandi, Saikat; Shulman, Alexander L. - In: Review of quantitative finance and accounting 31 (2008) 4, pp. 359-378
Persistent link: https://www.econbiz.de/10008136517
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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
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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
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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
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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
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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
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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