A closed-form solution for options with stochastic volatility with applications to bond and currency options (1993)
by
Steven L. Heston
| Venue: | Review of Financial Studies |
| Citations: | 442 - 4 self |
Document Versions
| A closed-form solution for options with stochastic volatility with applications to bond and currency options –Steven L. Heston — 1993 — Review of Financial Studies |
