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Missing parameters in option prices
Heston, Steven L. - 1992
Persistent link: https://www.econbiz.de/10000912009
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A model of discontinuous interest rate behavior, yield curves, and volatility
Heston, Steven L. - In: Review of derivatives research 10 (2007) 3, pp. 205-225
Persistent link: https://www.econbiz.de/10003748108
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Derivatives on volatility : some simple solutions based on observables
Heston, Steven L.; Nandi, Saikat - 2000
Persistent link: https://www.econbiz.de/10001537175
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A discrete-time two-factor model for pricing bonds and interest rate derivatives under Random volatility
Heston, Steven L.; Nandi, Saikat - 1999
Persistent link: https://www.econbiz.de/10001444589
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A closed-form GARCH option pricing model
Heston, Steven L.; Nandi, Saikat - 1997
Persistent link: https://www.econbiz.de/10000985996
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Preference-free option pricing with path-dependent volatility : a clsosed-form approach
Heston, Steven L.; Nandi, Saikat - 1999
Persistent link: https://www.econbiz.de/10001408069
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Complex logarithms in Heston-like models
Lord, Roger; Kahl, Christian - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 671-694
Persistent link: https://www.econbiz.de/10008667627
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Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.; Heston, Steven L.; Jacobs, Kris - In: The review of financial studies 26 (2013) 8, pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
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Options and bubbles
Heston, Steven L.; Loewenstein, Mark A.; Willard, Gregory A. - In: The review of financial studies 20 (2007) 2, pp. 359-390
Persistent link: https://www.econbiz.de/10003554435
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On the rate of convergence of discrete-time contingent claims
Heston, Steven L.; Zhou, Guofu - In: Mathematical finance : an international journal of … 10 (2000) 1, pp. 53-75
Persistent link: https://www.econbiz.de/10002177146