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Heston, Steven L.
13
Nandi, Saikat
4
Loewenstein, Mark
2
Rouwenhorst, K.Geert
2
Sadka, Ronnie
2
Willard, Gregory A.
2
Câmara, António
1
Geert Rouwenhorst, K.
1
Heston, Steven
1
Kramin, Marat V.
1
Shulman, Alexander L.
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The review of financial studies
4
Journal of financial economics
3
Review of derivatives research
2
European financial management : the journal of the European Financial Management Association
1
Financial analysts' journal : FAJ
1
Review of quantitative finance and accounting
1
The journal of finance : the journal of the American Finance Association
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The journal of fixed income
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OLC EcoSci
ECONIS (ZBW)
84
RePEc
22
EconStor
5
USB Cologne (EcoSocSci)
1
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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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2
Asymmetric Information about Volatility: How Does it Affect Implied Volatility, Option Prices and Market Liquidity?
Nandi, Saikat
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 215-236
Persistent link: https://www.econbiz.de/10005962194
Saved in:
3
A TWO-FACTOR TERM STRUCTURE MODEL UNDER GARCH VOLATILITY
Heston, Steven
;
Nandi, Saikat
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 87
Persistent link: https://www.econbiz.de/10007158177
Saved in:
4
A multi-factor Markovian HJM model for pricing American interest rate derivatives
Kramin, Marat V.
;
Nandi, Saikat
;
Shulman, Alexander L.
- In:
Review of quantitative finance and accounting
31
(
2008
)
4
,
pp. 359-378
Persistent link: https://www.econbiz.de/10008136517
Saved in:
5
Invisible Parameters in Option Prices
Heston, Steven L.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10006603668
Saved in:
6
The Role of Beta and Size in the Cross-Section of European Stock Returns
Heston, Steven L.
;
Rouwenhorst, K.Geert
;
Wessels, Roberto E.
- In:
European financial management : the journal of the …
5
(
1999
)
1
,
pp. 9-28
Persistent link: https://www.econbiz.de/10005962377
Saved in:
7
Does industrial structure explain the benefits of international diversification?
Heston, Steven L.
;
Geert Rouwenhorst, K.
- In:
Journal of financial economics
36
(
1994
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10006535811
Saved in:
8
Closed-form option pricing formulas with extreme events
Câmara, António
;
Heston, Steven L.
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 213-230
Persistent link: https://www.econbiz.de/10007897436
Saved in:
9
Seasonality in the cross-section of stock returns
Heston, Steven L.
;
Sadka, Ronnie
- In:
Journal of financial economics
87
(
2008
)
2
,
pp. 418-445
Persistent link: https://www.econbiz.de/10007899842
Saved in:
10
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
Saved in:
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