Heston Model
, J.Gatheral, A.Jacquier (2010)
, J.Andreasen, B.N.Huge (2010)
, M.Gilli, E.Schumann (2010)
, P. Gauthier, D. Possamai (2009)
, E. Benhamou, E. Gobet, M. Miri (2009)
, L. A. Grzelak, K. Oosterlee (2009)
, L.A.Grzelak, K.Oosterlee, S.Van Weeren
(2009)
, G.G.Drimus (2009)
, P.Glasserman, K-K.Kim (2008)
, A.Alfonsi (2008)
, R. Lord, C. Kahl (2008)
, A.V.Haastrecht, A.Pelsser (2008)
, I.Fahrner (2007)
, P.Carr, W.Schoutens (2007)
, S.Boyarchenko, S.Levendorski (2007)
, A.Elices (2007)
, C.Bin (2007)
, V. Piterbarg, A.Antonov, T.Misirpashaev (2007)
, J.Wang (2007)
, K.J.Hout, S.Foulon (2007)
, R. Lord, C. Kahl (2006)
, L.Andersen (2006)
, H.Albrecher, P.Mayer, W.Schoutens, J.Tistaert (2006)
, C.Kahl, P.Jackel (2006)
, N.Moodley (2005)
, A. Alfonsi (2005)
, K. Detlefsen (2005)
, A. Dragulescu, V.M. Yakovenko (2002)
, P.Carr, D.Madan (1999)
, S. L. Heston (1993)
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