Forward-Start Options in Stochastic Volatility Model

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

Steven L. Heston · Review of Financial Studies · 1993 · 9.1K citations

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Transform Analysis and Asset Pricing for Affine Jump-diffusions

Darrell Duffie, Jun Pan, Kenneth J. Singleton · Econometrica · 2000 · 3K citations

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Option Valuation under Stochastic Volatility

Alan Lewis · RePEc: Research Papers in Economics · 2000 · 569 citations

Business, Finance, Financial Economics +16

Complications with stochastic volatility models

Carlos A. Sin · Advances in Applied Probability · 1998 · 167 citations

Business, Economics, Finance +13