---
title: "Heston stochastic volatility model: formula and papers"
description: "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."
url: https://scholar4ai.com/equations/heston-stochastic-volatility-model
markdown_url: https://scholar4ai.com/equations/heston-stochastic-volatility-model.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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."
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T14:52:47+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Heston stochastic volatility model

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

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

- area: Asset pricing and risk
- 0 papers in the last 7 days
- Names searched for: Heston model, Heston stochastic volatility, Heston's model

Back to the ranking: https://scholar4ai.com/rankings/equations.md

## 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](https://doi.org/10.1007/s10436-026-00492-1) | [Annals of Finance](https://scholar4ai.com/journals/annals-of-finance.md) | 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

```bibtex
@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}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).