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Cited by

• 2002An introduction to statistical finance348 cited
• 2003An evolutionary heuristic for the index tracking problem340 cited
• 2000Value at Risk313 cited
• 2008Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models304 cited
• 2009Pricing early-exercise and discrete barrier options by fourier-cosine series expansions279 cited
• 2004Robust numerical methods for contingent claims under jump diffusion processes261 cited
• 2002A Real Options Approach to the Valuation of a Forestry Investment202 cited
• 2004Valuation techniques for infrastructure investment decisions187 cited
• 2002Decision Making Under Uncertainty—Real Options to the Rescue?139 cited
• 2007A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation137 cited
• 2008A CLOSED‐FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY131 cited
• 2001Physics and Finance: S-Terms and Modern Finance as a Topic for Science Studies126 cited
• 2015A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systems124 cited
• 2001Identifying the volatility of underlying assets from option prices