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Black-Scholes and Beyond: Option Pricing Models
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Black-Scholes and Beyond: Option Pricing Models (1996)Black-Scholes and Beyond: Option Pricing …Implied volatility estimation of bitcoin options and the stylized facts of option pricing (2021)Implied volatility estimation…A review on implied volatility calculation (2017)A review on implied volatilit…Using an option pricing approach to evaluate strategic decisions in a rapidly changing climate: Black–Scholes and climate change (2016)Using an option pricing appro…Financial indicators of company performance in different industries that affect CEO remuneration in South Africa (2015)Financial indicators of compa…A framework for robust measurement of implied correlation (2014)A framework for robust measur…The convergence of binomial trees for pricing the American put (2009)The convergence of binomial t…Ocena efektywności inwestycji rzeczowych ze szczególnym uwzględnieniem ryzyka (2008)Ocena efektywności inwestycji…Measuring and Analyzing Sovereign Risk with Contingent Claims (2008)Measuring and Analyzing Sover…Valuing the flexibility of investing in security process innovations (2007)Valuing the flexibility of in…Measuring Sovereign Risk in Turkey (2007)Measuring Sovereign Risk in T…Back to Basics: a new approach to the discrete dividend problem (2003)Back to Basics: a new approac…IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY (2001)IMPLIED AND LOCAL VOLATILITIE…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options on Assets with Stochastic Volatilities (1987)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Model-free hedge ratios and scale-invariant models (2007)Risk minimization in stochastic volatility models: model risk and empirical performance (2009)Implied Stochastic Volatility Models (2020)Martingales and arbitrage in multiperiod securities markets (1979)Theory of rational option pricing (2005)Volatility and Dividends - Volatility Modelling with Cash Dividends and Simple Credit Risk (2008)Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps (2018)Theory of Rational Option Pricing (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Euro Area Sovereign Debt Crisis: Can Contagion Spread from the Periphery to the Core? (2012)Measuring financial stress in transition economies (2012)Sovereign Debt Restructurings 1950-2010 (2012)Determinants of corporate borrowing (1977)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Predicting stock market returns from malicious attacks: A comparative analysis of vector autoregression and time-delayed neural networks (2011)Hierarchical balanced scorecard-based organizational goals and the efficiency of controls processes (2021)Real Options and Interactions with Financial Flexibility (1993)Adaptation to climate change: Extreme events versus gradual changes (2021)Option pricing: A simplified approach (1979)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods (1996)The Concepts and Practice of Mathematical Finance (2004)Trinomial or binomial: Accelerating American put option price on trees (2009)The Analytic Hierarchy Process (1985)The Cross-Section of Expected Stock Returns (1992)A new approach to forecast market interest rates through the CIR model (2019)Forecasting interest rates through Vasicek and CIR models: A partitioning approach (2019)Interest rates calibration with a CIR model (2019)
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  • 2008Measuring and Analyzing Sovereign Risk with Contingent Claims122 cited
  • 2001IMPLIED AND LOCAL VOLATILITIES UNDER STOCHASTIC VOLATILITY74 cited
  • 2017A review on implied volatility calculation49 cited
  • 2003Back to Basics: a new approach to the discrete dividend problem49 cited
  • 2007Valuing the flexibility of investing in security process innovations43 cited
  • 2021Implied volatility estimation of bitcoin options and the stylized facts of option pricing38 cited
  • 2016Using an option pricing approach to evaluate strategic decisions in a rapidly changing climate: Black–Scholes and climate change33 cited
  • 2008Ocena efektywności inwestycji rzeczowych ze szczególnym uwzględnieniem ryzyka27 cited
  • 2009The convergence of binomial trees for pricing the American put26 cited
  • 2014A framework for robust measurement of implied correlation25 cited
  • 2007Measuring Sovereign Risk in Turkey25 cited
  • 2015Financial indicators of company performance in different industries that affect CEO remuneration in South Africa19 cited

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