The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives

By Grzelak Lech A.   Oosterlee Cornelis W.   Van Weeren Sacha  

Quantitative Finance, Vol. 11, Iss. 11, 2011-11 ,pp. : 1647-1663

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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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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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

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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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