An efficient control variate method for pricing variance derivatives

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

Business, Economics, Finance +13

“Options, Futures, and Other Derivatives”

AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.2K citations · Full text

Business, Economics, Finance +11

The Pricing of Options on Assets with Stochastic Volatilities

John Hull, Alan White · The Journal of Finance · 1987 · 3.9K citations · Full text

Business, Economics, Finance +12

Stock Price Distributions with Stochastic Volatility: An Analytic Approach

Elias M. Stein, Jeremy C. Stein · Review of Financial Studies · 1991 · 1.6K citations

Business, Economics, Finance +13

Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application

Louis O. Scott · Journal of Financial and Quantitative Analysis · 1987 · 991 citations · Full text

Business, Economics, Finance +17