References

• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1994Implied Binomial Trees1,749 cited
• 1996Finite-Sample Properties of Some Alternative GMM Estimators1,277 cited
• 1998Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices1,060 cited
• 2003Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators806 cited
• 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks718 cited
• 2006Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes493 cited
• 1996A Simple Nonparametric Approach to Derivative Security Valuation372 cited
• 1996The Maximum Entropy Distribution of an Asset Inferred from Option Prices331 cited
• 2000Pricing and hedging derivative securities with neural networks and a homogeneity hint211 cited
• 2005Forecasting Using Relative Entropy155 cited
• 2000American options with stochastic dividends and volatility: A nonparametric investigation83 cited
• 2004Canonical valuation of options in the presence of stochastic volatility29 cited
• 2007Nonparametric American Option Pricing25 cited

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