1993
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
Review of Financial StudiesTop-listed
9.2k
cites
Faculty
Steven L. Heston is a Finance scholar at University of Maryland, College Park. Research spans Capital Investment and Risk Analysis, Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling. 72 works, 14k citations (h-index 27).
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Professor of Finance · University of Maryland, College Park
Review of Financial StudiesTop-listed
Steven L. Heston, Saikat Nandi
Review of Financial StudiesTop-listed
Steven L. Heston, K. Geert Rouwenhorst
Journal of Financial EconomicsTop-listed