Asymptotic Behavior of the Fractional Heston Model. - Hamza Guennoun; Antoine Jacquier; Patrick Roome; Fangwei Shi (SIAM J. Financial Math., 2018)

The Randomized Heston Model. - Antoine Jacquier; Fangwei Shi (SIAM J. Financial Math., 2019)

Small-time moderate deviations for the randomised Heston model. - Antoine Jacquier; Fangwei Shi (J. Appl. Probab., 2020)