Steven L. Heston
· 10 obras en el catálogo
Obras
Does industrial structure explain the benefits of international diversification?
1993
Missing parameters in option prices
1992
Sticky consumption
1992
The structure of international stock returns
1992
Testing approximate linear asset pricing models
1992
Testing continuous time models of the term structure of interest rates
1992
Yield curves and volatility
1993
A closed-form solution for options with stochastic volatility, with application to bond and currency options
1992
Heston Model and Its Extensions in Matlab and C#
