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Publications by FATMA HABA
Asymptotic Arbitrage in the Heston Model
International Journal of Theoretical and Applied Finance
Economics
Econometrics
Finance
Related publications
The Randomized Heston Model
SIAM Journal on Financial Mathematics
Applied Mathematics
Numerical Analysis
Finance
Optimal Discrete Hedging in the Heston Stochastic Volatility Model
SSRN Electronic Journal
Gamma Expansion of the Heston Stochastic Volatility Model
SSRN Electronic Journal
The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation
International Journal of Theoretical and Applied Finance
Economics
Econometrics
Finance
Use a Reduced Heston or Reduce the Use of Heston?
Wilmott Journal
Optimal Dynamic Mean-Variance Asset-Liability Management Under the Heston Model
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
The Affine Heston Model With Correlated Gaussian Interest Rates for Pricing Hybrid Derivatives
Quantitative Finance
Economics
Econometrics
Finance
A Lie Algebraic and Numerical Investigation of the Black-Scholes Equation With Heston Volatility Model
Journal of Generalized Lie Theory and Applications
Charlton Heston Is God
The Iowa Review
