Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Steve L. Heston

Derivatives on Volatility: Some Simple Solutions Based on Observables

SSRN Electronic Journal

English

Related publications

Existence of Solutions of Some Boundary Value Problems With Stochastic Volatility

Multidisciplinary

English

Explicit Solutions for Some Simple Decentralized Detection Problems

English

Volatility of Volatility: A Simple Model-Free Motivation

English

Comments on Some Recent Multisoliton Solutions

Journal of Physics A: Mathematical and General

English

Entanglement Criterion Independent on Observables for Multipartite Gaussian States Based on Uncertainty Principle

Scientific Reports

Multidisciplinary

English

Spectral Methods for Volatility Derivatives

Quantitative Finance

English

Regulation of Substituent Groups on Morphologies and Self-Assembly of Organogels Based on Some Azobenzene Imide Derivatives

Nanoscale Research Letters

Materials Science

Condensed Matter Physics

English

Some Analytic Solutions for Stochastic Reactor Models Based on the Joint Composition PDF

Combustion Theory and Modelling

Energy Engineering

Fuel Technology

Chemical Engineering

Power Technology

English

The Effects of Asymmetric Volatility and Jumps on the Pricing of VIX Derivatives

Finance and Economics Discussion Series

English