this work references cited by second hopReferences
- 1985A Theory of the Term Structure of Interest Rates8,333 cited
- 2007Brownian Motion and Stochastic Calculus7,541 cited
- 1976Option pricing when underlying stock returns are discontinuous5,965 cited
- 2008Stochastic differential equations and applications4,619 cited
- 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
- 2002A Jump-Diffusion Model for Option Pricing1,895 cited
- 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate1,679 cited
- 2004Stochastic Calculus for Finance II1,669 cited
- 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
- 2000Post-'87 crash fears in the S&P 500 futures option market1,417 cited
- 2004Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices1,116 cited
- 1989Brownian Motion and Stochastic Calculus.1,036 cited
- 2002An Empirical Investigation of Continuous‐Time Equity Return Models868 cited
- 1997Estimating continuous-time stochastic volatility models of the short-term interest rate500 cited
- 1997Post-'87 Crash Fears in S&P 500 Futures Options
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work