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

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*

By Dragulescu A.A.   Yakovenko V.M.  

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

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On refined volatility smile expansion in the Heston model

By Friz Peter   Gerhold Stefan   Gulisashvili Archil   Sturm Stephan  

Quantitative Finance, Vol. 11, Iss. 8, 2011-08 ,pp. : 1151-1164

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An analytic approximation of the likelihood function for the Heston model volatility estimation problem

By Atiya Amir   Wall Steve  

Quantitative Finance, Vol. 9, Iss. 3, 2009-04 ,pp. : 289-296

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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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