A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

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ID: 289241
1993
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Abstract
Journal Article A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options Get access Steven L. Heston Steven L. Heston Yale University Address correspondence to Steven L. Heston, Yale School of Organization and Management, 135 Prospect Street, New Haven, CT06511. Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 6, Issue 2, April 1993, Pages 327–343, https://doi.org/10.1093/rfs/6.2.327 Published: 02 April 2015
Reference Key
openalex_W2064978316 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Steven L. Heston
Journal review of financial studies
Year 1993
DOI
10.1093/rfs/6.2.327
URL
https://doi.org/10.1093/rfs/6.2.327
Keywords Keywords not found

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