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Cited by

• 2005The application of continuous-time random walks in finance and economics269 cited
• 1988The Use of the Control Variate Technique in Option Pricing204 cited
• 1991A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments199 cited
• 1996Actuarial bridges to dynamic hedging and option pricing189 cited
• 2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications183 cited
• 1983An Analytic Approximation for the American Put Price180 cited
• 1980The Pricing of Options on Debt Securities173 cited
• 2004Option Pricing: Valuation Models and Applications164 cited
• 1979Put-Call Parity and Market Efficiency147 cited
• 1995CRITICAL STOCK PRICE NEAR EXPIRATION137 cited
• 1987Tests of an American Option Pricing Model on the Foreign Currency Options Market131 cited
• 2003On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives127 cited
• 1991The Accelerated Binomial Option Pricing Model117 cited
• 2004Anomalous waiting times in high-frequency financial data91 cited
• 1986Option Bounds in Discrete Time: Extensions and the Pricing of the American Put