Steven L. Heston

Available identifiers

zbMath Open heston.steven-lWikidataQ7614942 ScholiaQ7614942MaRDI QIDQ941728

List of research outcomes

Publication	Date of Publication	Type
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options	2018-04-06	Paper
Option valuation with conditional skewness	2016-06-10	Paper
The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well	2012-03-01	Paper
A model of discontinuous interest rate behavior, yield curves, and volatility	2008-09-02	Paper
https://portal.mardi4nfdi.de/entity/Q3374320	2006-03-09	Paper
The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets	2001-03-29	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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