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A Diffusion Model for Growth Stocks
15 references·1 citing·33 second hop
A Diffusion Model for Growth Stocks (2004)A Diffusion Model for Growth StocksBrownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Modeling growth stocks via birth-death processes (2003)Modeling growth stocks via bi…Zipf's Law for Cities: An Explanation (1999)Zipf's Law for Cities: An Exp…The self-organizing economy (1996)The self-organizing economyNonparametric Pricing of Interest Rate Derivative Securities (1995)Nonparametric Pricing of Inte…Introduction to Stochastic Integration (1990)Introduction to Stochastic In…Brownian Motion and Stochastic Calculus (1988)Brownian Motion and Stochasti…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Introduction to Stochastic Integration (1983)Introduction to Stochastic In…Skew Distributions and the Sizes of Business Firms (1978)Skew Distributions and the Si…Skew Distributions and the Size of Business Firms. (1977)Skew Distributions and the Si…Human behavior and the principle of least effort. (1949)Human behavior and the princi…Human behavior and the principle of least effort (1949)Human behavior and the princi…Cours d'économie politique (1908)Cours d'économie politiqueCours d'Economie Politique. (1897)Cours d'Economie Politique.Institutional Investors and Stock Market Volatility (2003)Institutional Investors and S…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk (1997)Estimating continuous-time stochastic volatility models of the short-term interest rate (1997)The dynamics of stochastic volatility: evidence from underlying and options markets (2003)Debt, Deficits, and Finite Horizons (1985)Inflation and Economic Growth (1995)The Spatial Economy (1999)The Geographic Determinants of Housing Supply * (2010)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Dynamic Asset Pricing Theory. (1993)Theory of rational option pricing (2005)A Brief History of Generative Models for Power Law and Lognormal Distributions (2004)Path dependence and regional economic evolution (2006)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Controlled Markov Processes and Viscosity Solutions (2005)Birds of a Feather: Homophily in Social Networks (2001)Zipf Distribution of U.S. Firm Sizes (2001)Power laws, Pareto distributions and Zipf's law (2005)Foundations of the American Customer Satisfaction Index (2000)Power Laws in Economics and Finance (2009)Growth and Size of Firms (1996)Price variations in a stock market with many agents (1997)Explaining the distribution of firm growth rates (2006)A general version of the fundamental theorem of asset pricing (1994)Arbitrage Theory in Continuous Time (1998)Term Structures of Credit Spreads with Incomplete Accounting Information (2001)Subtlex-UK: A New and Improved Word Frequency Database for British English (2013)THE LAW OF CRIME CONCENTRATION AND THE CRIMINOLOGY OF PLACE* (2015)
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References

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  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1949Human behavior and the principle of least effort6,562 cited
  • 1999Zipf's Law for Cities: An Explanation2,043 cited
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  • 1988Brownian Motion and Stochastic Calculus1,544 cited
  • 1996The self-organizing economy1,043 cited
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  • 1908Cours d'économie politique425 cited
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  • 2003Modeling growth stocks via birth-death processes55 cited

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  • 2003Institutional Investors and Stock Market Volatility21 cited

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