Steven Heston

1. The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well
   2009/09/12 by Peter Christoffersen, Steven Heston, Steven L. Heston +1 · 6 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Financial Markets and Investment Strategies