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

By Dragulescu A.A.   Yakovenko V.M.  

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

Routledge Ltd

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Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility

By Kraft Holger  

Quantitative Finance, Vol. 5, Iss. 3, 2005-06 ,pp. : 303-313

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On the valuation of fader and discrete barrier options in Heston's stochastic volatility model

By Griebsch Susanne   Wystup Uwe  

Quantitative Finance, Vol. 11, Iss. 5, 2011-05 ,pp. : 693-709

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On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model

By Ting Sai Hung Marten  

Quantitative Finance, Vol. 13, Iss. 6, 2013-06 ,pp. : 939-954

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A multifactor volatility Heston model

By Da Fonseca JosE   Grasselli Martino   Tebaldi Claudio  

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

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