Steven Heston

According to our database, Steven Heston authored at least 1 paper in 2009.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of seven.

2009

The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well.

Peter F. Christoffersen, Steven Heston, Kris Jacobs

Manag. Sci., 2009