[The Review of Financial Studies, Heston] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
A closed-form GARCH option valuation model
Pricing American-style Derivatives under the Heston Model
Convexity of option prices in the Heston model
Finite Difference Schemes for Heston model
Heston’s Stochastic Volatility
Not-so-complex logarithms in the Heston model
The Heston Model
The Heston Model A Practical Approach with matlab code
以上都gooogle来的。有兴趣的可以看看。
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heston.rar
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本附件包括:
- A closed-form GARCH option valuation model.pdf
- Pricing American-style Derivatives under the Heston Model.pdf
- Convexity of option prices in the Heston model.pdf
- Finite Difference Schemes for Heston model.pdf
- Heston’s Stochastic Volatility.pdf
- Not-so-complex logarithms in the Heston model.pdf
- The Heston Model.pdf
- The Heston Model A Practical Approach with matlab code.pdf
- [The Review of Financial Studies, Heston] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.pdf