References

• 1979Option pricing: A simplified approach6,103 cited
• 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
• 2000Order Flow, Transaction Clock, and Normality of Asset Returns420 cited
• 2001Pricing and hedging in incomplete markets300 cited
• 1993Efficient Procedures for Valuing European and American Path-Dependent Options277 cited
• 2003The basis risk of catastrophic-loss index securities176 cited
• 2002Pricing Default‐Risky CAT Bonds With Moral Hazard and Basis Risk175 cited
• 1988Mathematical Fun with the Compound Binomial Process170 cited
• 2007The limits of diversification when losses may be large166 cited
• 2007On the pricing of intermediated risks: Theory and application to catastrophe reinsurance138 cited
• 1995Pricing Catastrophe Insurance Futures and Call Spreads120 cited
• 2006Catastrophe options with stochastic interest rates and compound Poisson losses113 cited
• 2006Valuation of catastrophe reinsurance with catastrophe bonds110 cited
• 2007Practical methods for measuring and managing operational risk in the financial sector: A clinical study99 cited
• 1997Stochastic time changes in catastrophe option pricing