A multifactor volatility Heston model

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Quantitative Finance, Vol. 8, Iss. 6, 2008-09 ,pp. : 591-604

Routledge Ltd

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A non-Markov model for volatility jumps

By Dharmaraja V. Arunachalam   L. Blanco   S.  

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Inderscience Publishers

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Stochastic volatility and the goodness-of-fit of the Heston model

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Quantitative Finance, Vol. 5, Iss. 2, 2005-04 ,pp. : 199-211

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Probability distribution of returns in the Heston model with stochastic volatility*

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Quantitative Finance, Vol. 2, Iss. 6, 2002-06 ,pp. : 443-453

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On refined volatility smile expansion in the Heston model

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