Results 201 to 208 of about 4,224 (208)
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A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model
SIAM Journal on Financial Mathematics, 2011Jean-Pierre Fouque
exaly
On the valuation of fader and discrete barrier options in Heston's stochastic volatility model
Quantitative Finance, 2011Uwe Wystup
exaly
The Small-Time Smile and Term Structure of Implied Volatility under the Heston Model
SIAM Journal on Financial Mathematics, 2012Martin Forde +2 more
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A Fourier-Based Valuation Method for Bermudan and Barrier Options under Heston's Model
SIAM Journal on Financial Mathematics, 2011Cornelis W Oosterlee
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Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility
Quantitative Finance, 2005exaly