Testing of Heston’s Stochastic Volatility Models in China’s Emerging Index Options Market

Computational Economics 2026

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Authors: Pengshi Li, Yan Lin, Guifang Liu, Yu Xing

DOI: 10.1007/s10614-026-11327-6

Cited by: 0

References: 34

Fields of Study & Subjects

Stochastic processes and financial applications Financial Risk and Volatility Modeling Financial Markets and Investment Strategies

References 34