Steven L. Heston - Researcher Profile

Publications

2 shown

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

Steven L. Heston

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 Un...

1993 Review of Financial Studies 8910 citations

Invisible Parameters in Option Prices

Steven L. Heston

ABSTRACT This paper characterizes contingent claim formulas that are independent of parameters governing the probability distribution of asset returns. While these parameters ma...

1993 The Journal of Finance 128 citations

Researcher Info

h-index: 2
Publications: 2
Citations: 9,038
Institution: Yale University

External Links

ORCID Profile Google Scholar

Identifiers

ORCID: 0009-0002-2903-352X

Impact Metrics

h-index 2

h-index: Number of publications with at least h citations each.