SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A short history of stochastic integration and mathematical finance: the early years, 1880–1970
16 references·0 citing·32 second hop
A short history of stochastic integration and mathematical finance: the early years, 1880–1970 (2004)A short history of stochastic integration…Rational Theory of Warrant Pricing (2015)Rational Theory of Warrant Pr…Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Stochastic Integration and Differential Equations (2005)Stochastic Integration and Di…Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Market Efficiency, Long-Term …Continuous-Time Finance. (1991)Continuous-Time Finance.Continuous-Time Finance. (1991)Continuous-Time Finance.Subtle Is the Lord: The Science and the Life of Albert Einstein (1983)Subtle Is the Lord: The Scien…Subtle is the Lord (1982)Subtle is the LordThe valuation of options for alternative stochastic processes (1976)The valuation of options for …A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetOn Square Integrable Martingales (1967)On Square Integrable Martinga…On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)On Transforming a Certain Cla…Brownian Motion in the Stock Market (1959)Brownian Motion in the Stock …The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Multiple Wiener Integral (1951)Multiple Wiener IntegralThe Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Option pricing: A simplified approach (1979)The Pricing of Options on Assets with Stochastic Volatilities (1987)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor psychology in capital markets: evidence and policy implications (2002)Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions (2003)Replicating Anomalies (2018)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The distribution of realized stock return volatility (2001)Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Backward Stochastic Differential Equations in Finance (1997)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Portfolio Analysis in a Stable Paretian Market (1965)On the Distribution of Stock Price Differences (1967)Meeting the Universe Halfway: Realism and Social Constructivism without Contradiction (1996)Behavioral momentum and the Law of Effect (2000)Scientific Method in Practice (2002)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Inefficient Markets (2000)Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)
this work references cited by second hop

References

  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 2005Stochastic Integration and Differential Equations4,594 cited
  • 1976The valuation of options for alternative stochastic processes2,935 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 1991Continuous-Time Finance.1,788 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 1997Market Efficiency, Long-Term Returns, and Behavioral Finance1,278 cited
  • 1959Brownian Motion in the Stock Market946 cited
  • 1983Subtle Is the Lord: The Science and the Life of Albert Einstein852 cited
  • 1960On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures722 cited
  • 1951Multiple Wiener Integral699 cited
  • 1991Continuous-Time Finance.647 cited
  • 1967On Square Integrable Martingales617 cited
  • 1982Subtle is the Lord584 cited
  • 2015Rational Theory of Warrant Pricing534 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Cited by

No citing works inside the corpus for this window.