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~person:"Heston, Steven L."
~subject:"United States"
~subject:"professionelle Trader"
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Option pricing theory
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Heston, Steven L.
Engle, Robert F.
8
Rosenberg, Joshua V.
8
Madan, Dilip B.
7
Bates, David S.
6
Nandi, Saikat
6
Craig, Ben R.
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Deng, Yongheng
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Figlewski, Stephen
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Jacobs, Kris
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Jong, Frank de
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The review of financial studies
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1
The journal of fixed income
1
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ECONIS (ZBW)
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1
A spanning series approach to options
Heston, Steven L.
;
Rossi, Alberto
- In:
Review of asset pricing studies
7
(
2017
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011734545
Saved in:
2
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
Saved in:
3
A two-factor term structure model under GARCH volatility
Heston, Steven L.
;
Nandi, Saikat
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 87-95
Persistent link: https://www.econbiz.de/10001782469
Saved in:
4
A closed-form GARCH option valuation model
Heston, Steven L.
;
Nandi, Saikat
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 585-625
Persistent link: https://www.econbiz.de/10001499745
Saved in:
5
A closed-form GARCH option pricing model
Heston, Steven L.
;
Nandi, Saikat
-
1997
Persistent link: https://www.econbiz.de/10000985996
Saved in:
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