The following pages link to Steve Heston (Q941728):
Displaying 7 items.
- (Q292016) (redirect page) (← links)
- Option valuation with conditional skewness (Q292018) (← links)
- A model of discontinuous interest rate behavior, yield curves, and volatility (Q941729) (← links)
- The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well (Q3117871) (← links)
- (Q3374320) (← links)
- A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (Q5374080) (← links)
- On the rate of convergence of discrete-time contingent claims. (Q5890188) (← links)