Steven Heston

Publication Activity (10 Years)

Years Active: 2009-2009
Publications (10 Years): 0

Publications

Peter F. Christoffersen, Steven Heston, Kris Jacobs
The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well. Manag. Sci. 55 (12) (2009)