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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
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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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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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Options and Bubbles
Heston, Steven L.; Loewenstein, Mark; Willard, Gregory A. - In: The review of financial studies 20 (2007) 2, pp. 359-390
Persistent link: https://www.econbiz.de/10007613081
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A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
Heston, Steven L. - In: The review of financial studies 6 (1993) 2, pp. 327-344
Persistent link: https://www.econbiz.de/10007093179
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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