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Cited by

• 2002Decision Making Under Uncertainty—Real Options to the Rescue?139 cited
• 2007A theory of non-Gaussian option pricing107 cited
• 2007Between arbitrage and speculation: an economy of belief and doubt88 cited
• 2006A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy86 cited
• 2015Skewed Generalized Error Distribution of Financial Assets and Option Pricing82 cited
• 2011The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing71 cited
• 2002A theory of non-Gaussian option pricing67 cited
• 2005A linearly implicit predictor–corrector scheme for pricing American options using a penalty method approach62 cited
• 2000Skewed Generalized Error Distribution of Financial Assets and Option Pricing59 cited
• 2008Conditional volatility in affine term-structure models: Evidence from Treasury and swap markets☆58 cited
• 2012Finite-Element Methods46 cited
• 2007Extending the Merton Model: A hybrid approach to assessing credit quality41 cited
• 2005The Materiality of Finance Theory41 cited
• 2007Adaptive θ -methods for pricing American options39 cited