Implementation Problems and Solutions in Stochastic Volatility Models of the Heston Type

Guo, J.-H., & Hung, M.-W. (2010). Implementation Problems and Solutions in Stochastic Volatility Models of the Heston Type. In Handbook of Quantitative Finance and Risk Management (pp. 1165–1171). Springer US. https://doi.org/10.1007/978-0-387-77117-5_75