References

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• 1993Statistics for Spatial Data6,517 cited
• 1993Statistics for Spatial Data.5,101 cited
• 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
• 2002Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models2,224 cited
• 2006An introduction to stochastic partial differential equations2,216 cited
• 1999Option valuation using the fast Fourier transform2,155 cited
• 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
• 2001Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics1,801 cited
• 1997Processes of normal inverse Gaussian type1,224 cited
• 2008STochastic Modeling of Electricity and Related Markets307 cited
• 2003The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time278 cited
• 2007A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing244 cited
• 2008Stochastic Modeling of Electricity and Related Markets235 cited
• 2001Lévy-Driven Carma Processes