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The valuation of options for alternative stochastic processes

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1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
1979Option pricing: A simplified approach6,103 cited
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2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
1997Empirical Performance of Alternative Option Pricing Models

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2,708 cited

1990Irreversibility, Uncertainty, and Investment2,456 cited

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