Heston stochastic volatility model

area: Asset pricing and risk · 0 papers in the last 7 days

dv_t = \kappa\,(\theta - v_t)\,dt + \xi\sqrt{v_t}\,dW_t^{v}

Option pricing model in which the variance follows a mean-reverting square-root process.

LaTeX: dv_t = \kappa\,(\theta - v_t)\,dt + \xi\sqrt{v_t}\,dW_t^{v}

Names searched for: Heston model, Heston stochastic volatility, Heston's model

Key findings#

Heston stochastic volatility model was mentioned in 1 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #99 of the 104 equations and models mentioned.
By journal category: Finance (1).
Most of them appeared in Annals of Finance (1).
Often mentioned together with Ordinary least squares (OLS) (1), Capital asset pricing model (CAPM) (1) and Black-Scholes formula (1).
Datasets named in the same papers: VIX (1), S&P 500 (1) and Kenneth French Data Library (1).
From Oct 2023 to Sep 2026, 24 archived papers mentioned Heston stochastic volatility model in their title, abstract or keywords, most of them in Aug 2024 (3).

Mentions over 36 months#

Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords)
Trend	Oct 23–Sep 24	Oct 24–Sep 25	Oct 25–Sep 26	36 months
	11	11	2	24

Papers mentioning Heston stochastic volatility model, newest first.
Date	Title	Journal	Authors	Affiliations
2026-09-28	Capital asset pricing model with size factor and normalizing by volatility index	Annals of Finance	Abraham Atsiwo, Andrey Sarantsev	University of Nevada, Reno

Cite this page

Scholar4AI. (2026). Heston stochastic volatility model. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/heston-stochastic-volatility-model

@misc{scholar4ai-equations-heston-stochastic-volatility-model,
  author = {{Scholar4AI}},
  title = {Heston stochastic volatility model},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/heston-stochastic-volatility-model}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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