Steve Heston
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A closed-form solution for options with stochastic volatility with applications to bond and currency options Review of Financial Studies | 2018-04-06 | Paper |
| Option valuation with conditional skewness Journal of Econometrics | 2016-06-10 | Paper |
| The shape and term structure of the index option smirk: why multifactor stochastic volatility models work so well Management Science | 2012-03-01 | Paper |
| A model of discontinuous interest rate behavior, yield curves, and volatility Review of Derivatives Research | 2008-09-02 | Paper |
| A closed-form solution for options with stochastic volatility with applications to bond and currency options | 2006-03-09 | Paper |
| On the rate of convergence of discrete-time contingent claims. Mathematical Finance | 2001-03-29 | Paper |
Research outcomes over time
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