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Stochastic Calculus and Financial Applications
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Stochastic Calculus and Financial Applications (2001)Stochastic Calculus and Financial Applica…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Approximating some Volterra type stochastic integrals with applications to parameter estimation (2003)Approximating some Volterra t…The Malliavin Calculus and Related Topics (1995)Long memory in continuous‐time stochastic volatility models (1998)Approximation of Some Gaussian Processes (2000)The Malliavin Calculus and Related Topics (2006)Stochastic evolution equations with Volterra noise (2016)Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models (2018)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)
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  • 1973The Pricing of Options and Corporate Liabilities29,064 cited

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  • 2003Approximating some Volterra type stochastic integrals with applications to parameter estimation37 cited

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