You are on the new improved site. You can view the old site in view-only mode here until June 27, 2026

Filter Results

Search all journals

Enter search terms…

Advanced search

/

About

About Sage
About Sage Journals
Privacy Policy
Terms of Use
Contact Us
Help

Information for

Authors
Editors
Librarians
Researchers
Reviewers
Frequently asked questions

Copyright © 2026 by Sage Publications.京ICP备09090397号-11

Search results

Search results page

Articles (6)

Journals (0)

1-6 of 6 results for Heston Model

Sort by:

Relevance

Select all

Select all

Sort by:

Relevance

Select article: Some estimates in extended stochastic volatility models of Heston type

Retricted access

Research article

First published 2011-11

Some estimates in extended stochastic volatility models of Heston type

V. Bally, S. De Marco

Risk and Decision Analysis

Select article: A Kaleidoscopic Study of Pricing Performance of Stochastic Volatility Option Pricing Models: Evidence from Recent Indian Economic Turbulence

Free access

Research article

First published 2013-4

A Kaleidoscopic Study of Pricing Performance of Stochastic Volatility Option Pricing Models: Evidence from Recent Indian Economic Turbulence

Vipul Kumar Singh, Pushkar Pachori

Vikalpa: The Journal for Decision Makers

Select article: Interest rate derivatives for the fractional Cox-Ingersoll-Ross model

Retricted access

Research article

First published 2023-09-16

Interest rate derivatives for the fractional Cox-Ingersoll-Ross model

Jaya P.N. Bishwal

Algorithmic Finance

Select article: An efficient pricing algorithm for American options with double stochastic volatilities and double jumps

Open access

Research article

First published 2019

An efficient pricing algorithm for American options with double stochastic volatilities and double jumps

Sumei Zhang

Journal of Algorithms & Computational Technology

Select article: Estimation of call prices for some stochastic volatility models

Retricted access

Research article

First published 2014-8

Estimation of call prices for some stochastic volatility models

Hui Gong, Aerambamoorthy Thavaneswaran, Darja Kalajdzievska

Model Assisted Statistics and Applications

Select article: Forecasting the Crude Oil Prices Volatility With Stochastic Volatility Models

Open access

Research article

First published 2021-7

Forecasting the Crude Oil Prices Volatility With Stochastic Volatility Models

Dondukova Oyuna, Liu Yaobin

Sage Open

1
10 / page

Article type

Publication date

Subjects

Access