A multifactor volatility Heston model

By Da Fonseca JosE   Grasselli Martino   Tebaldi Claudio  

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

Routledge Ltd

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Correction note for ‘The large-maturity smile for the Heston model’

By Bernard Carole   Cui Zhenyu   Forde Martin   Jacquier Antoine   McLeish Don   Mijatović Aleksandar  

Finance and Stochastics, Vol. 17, Iss. 1, 2013-01 ,pp. : 223-224

Springer Publishing Company

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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

Routledge Ltd

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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

Routledge Ltd

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