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By Daniel Gilles   Joseph Nathan L.   Brée David S.  

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

Routledge Ltd

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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 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

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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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