A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond an
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond an is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Steven L. Heston; Journal / source: Review of Financial Studies; Year: 1993.
| Authors | Steven L. Heston |
|---|---|
| Journal / source | Review of Financial Studies |
| Year | 1993 |
| Field | Stochastic processes and financial applications |
| Times cited | 9104 |
| Type | article |
| DOI / link | https://doi.org/10.1093/rfs/6.2.327 |