Option values under stochastic volatility: Theory and empirical estimatesJames B. Wiggins1987-12-01articleJournal of Financial Economics904 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesFinancial Risk and Volatility ModelingAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 904 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities1965The Behavior of Stock-Market Prices1973An Intertemporal Capital Asset Pricing Model1971Optimum consumption and portfolio rules in a continuous-time model1976Option pricing when underlying stock returns are discontinuous1963The Variation of Certain Speculative Prices1997The variation of certain speculative prices1986The theory and practice of econometricsCited by1994Chapter 49 Arch models1991The Crash of ʼ87: Was It Expected? The Evidence from Options Markets1997Monte Carlo methods for security pricing1993The Informational Content of Implied Volatility1990Pricing foreign currency options with stochastic volatility1996Statistical aspects of ARCH and stochastic volatility1995All in the family Nesting symmetric and asymmetric GARCH models1995Predicting Volatility in the Foreign Exchange Market