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

Steven L. Heston

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DOI: 10.1093/rfs/6.2.327
Published: 1993-04
Container: Review of Financial Studies
Publisher: Oxford University Press (OUP)
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1093/rfs/6.2.327,
  title = {A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options},
  author = {Steven L. Heston},
  year = {1993},
  journal = {Review of Financial Studies},
  doi = {10.1093/rfs/6.2.327},
  url = {https://doi.org/10.1093/rfs/6.2.327}
}

RIS

TY  - JOUR
TI  - A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
AU  - Steven L. Heston
PY  - 1993
JO  - Review of Financial Studies
DO  - 10.1093/rfs/6.2.327
UR  - https://doi.org/10.1093/rfs/6.2.327
ER  -

APA

Heston, S. L. (1993). A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options. Review of Financial Studies. https://doi.org/10.1093/rfs/6.2.327

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crossref · retrieved 2026-09-25T02:34:30.029Z