| [HEST1993] | (1, 2) Heston, S. L., “A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options”, The Review of Financial Studies (1993) |
| [CHRSO2014] | Crisostomo, R., “An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab”, CNMV Working Paper 58: 1-46, (2014). |