88 citations · 124 across the 5 of their papers we have counts for
1 paper · 1 filter
Renato Vicente, Charles M. de Toledo, Vitor B. P. Leite +1
We analyse a period spanning 35 years of activity in the Sao Paulo Stock Exchange Index (IBOVESPA) and show that the Heston model with stochastic volatility is capable of explainin…