Afshani, S. (2010). “Complex Logarithms and the Piecewise Constant Extension of the Heston Model.” Working Paper, Standard Bank.

AitSahlia, F., Goswami, M., and S. Guha. (2012). “Are There Critical Levels of Stochastic Volatility for Early Option Exercise?” Working Paper, University of Florida.

Aït-Sahalia, Y. (2002). “Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach.” Econometrica, 70(1): 223–62.

Aït-Sahalia, Y., and R. Kimmel. (2007). “Maximum Likelihood Estimation of Stochastic Volatility Models.” Journal of Financial Economics, 83:413–52.

Albanese, C., and G. Campolieti. (2006). Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications, London, UK: Elsevier Academic Press.

Albrecher, H., Mayer, P., Schoutens, W., and Tistaert, J. (2007) “The Little Heston Trap.”Wilmott Magazine, January 2007, 83–92.

Alfonsi, A. (2010). “High Order Discretization Schemes for the CIR Process: Application to Affine Term Structure and Heston Models.” Mathematics of Computation, 79:209–37.

Andersen, L. (2008). “Efficient Simulation of the Heston Stochastic Volatility Model.” Journal of Computational Finance, 11(3):1–42.

Andersen, L.B.G., and R. Brotherton-Ratcliffe. (2005). “Extended Libor Market Models with Stochastic Volatility.” Journal of Computational Finance, 9(1):1–40.

Andersen, L.B.G., and V.V. ...

Get The Heston Model and its Extensions in Matlab and C#, + Website now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.