this work references cited by second hopReferences
- 1973The Pricing of Options and Corporate Liabilities29,064 cited
- 1973Theory of Rational Option Pricing8,060 cited
- 2005Theory of rational option pricing7,161 cited
- 2001Empirical properties of asset returns: stylized facts and statistical issues3,508 cited
- 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
- 1999Option valuation using the fast Fourier transform2,155 cited
- 1998The Variance Gamma Process and Option Pricing1,786 cited
- 2002The Fine Structure of Asset Returns: An Empirical Investigation1,725 cited
- 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
- 1987Limit Theorems for Stochastic Processes1,319 cited
- 1997Fractals and Scaling in Finance1,299 cited
- 1997Processes of normal inverse Gaussian type1,224 cited
- 1997Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling1,022 cited
- 1995Hyperbolic Distributions in Finance959 cited
- 1989Theory of Martingales956 cited
- 1968The Random Character of Stock Market Prices
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work