this work references cited by second hopReferences
- 1973The Pricing of Options and Corporate Liabilities29,064 cited
- 2016“Options, Futures, and Other Derivatives”5,007 cited
- 2003Options, Futures and Other Derivatives3,864 cited
- 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
- 1993A long memory property of stock market returns and a new model3,257 cited
- 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
- 1996Statistics for Long-Memory Processes.2,686 cited
- 2001Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics1,801 cited
- 1996Modeling and pricing long memory in stock market volatility1,208 cited
- 1987The Pricing of Options on Assets with Stochastic Volatilities1,179 cited
- 2003Stochastic Volatility for Lévy Processes871 cited
- 2003Lévy processes in finance pricing financial derivatives807 cited
- 2003Bayesian analysis of stochastic volatility models with fat-tails and correlated errors633 cited
- 1997Statistics for Long-Memory Processes606 cited
- 1997Arbitrage with Fractional Brownian Motion590 cited
- 2001
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work