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Imputation, Estimation and Missing Data in Finance
16 references·1 citing·40 second hop
Imputation, Estimation and Missing Data in Finance (2006)Imputation, Estimation and Missing Data i…Brownian Motion and Stochastic Calculus (2007)Brownian Motion and Stochasti…Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (2006)Exact Simulation of Stochasti…Monte Carlo Methods in Financial Engineering (2003)Monte Carlo Methods in Financ…An Empirical Investigation of Continuous‐Time Equity Return Models (2002)An Empirical Investigation of…A Jump-Diffusion Model for Option Pricing (2002)A Jump-Diffusion Model for Op…Stochastic Calculus and Financial Applications (2001)Stochastic Calculus and Finan…Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing (2000)Jump-Diffusion Processes: Vol…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…A Continuity Correction for Discrete Barrier Options (1997)A Continuity Correction for D…Estimating Security Price Derivatives Using Simulation (1996)Estimating Security Price Der…The journal of financial economics (1993)The journal of financial econ…An Empirical Comparison of Alternative Models of the Short-Term Interest Rate (1992)An Empirical Comparison of Al…CHAPMAN AND HALL (1985)CHAPMAN AND HALLA Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Options: A Monte Carlo approach (1977)Options: A Monte Carlo approa…Option pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…Predicting stock market movements using network science: an information theoretic approach (2017)Predicting stock market movem…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Evaluating Natural Resource Investments (1985)Theory of Financial Decision Making. (1988)Theory of rational option pricing (2005)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)Empirical Performance of Alternative Option Pricing Models (1997)Prospect Theory and Asset Prices (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing: A simplified approach (1979)The Value of Waiting to Invest (1982)The Pricing of Options on Assets with Stochastic Volatilities (1987)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)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Behavior of Stock-Market Prices (1965)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Time-changed Lévy processes and option pricing (2003)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)Overconfidence and Speculative Bubbles (2003)Modelling of extremal events in insurance and finance (1994)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Multilevel Monte Carlo Path Simulation (2008)Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Simulation Modeling and Analysis (2016)INSTRUMENTAL STAKEHOLDER THEORY: A SYNTHESIS OF ETHICS AND ECONOMICS (1995)THE IMPACT OF HUMAN RESOURCE MANAGEMENT PRACTICES ON PERCEPTIONS OF ORGANIZATIONAL PERFORMANCE. (1996)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Sex differences in human mate preferences: Evolutionary hypotheses tested in 37 cultures (1989)Origins of the modern mind: three stages in the evolution of culture and cognition (1992)Methods to account for spatial autocorrelation in the analysis of species distributional data: a review (2007)
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References

  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 2007Brownian Motion and Stochastic Calculus7,544 cited
  • 1999Continuous Martingales and Brownian Motion6,253 cited
  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1985CHAPMAN AND HALL4,372 cited
  • 2003Monte Carlo Methods in Financial Engineering3,917 cited
  • 1993The journal of financial economics2,614 cited
  • 2002A Jump-Diffusion Model for Option Pricing1,895 cited
  • 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate1,679 cited
  • 1977Options: A Monte Carlo approach1,367 cited
  • 2002An Empirical Investigation of Continuous‐Time Equity Return Models868 cited
  • 2001Stochastic Calculus and Financial Applications503 cited
  • 2006Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes493 cited
  • 2000Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing491 cited
  • 1996Estimating Security Price Derivatives Using Simulation449 cited
  • 1997A Continuity Correction for Discrete Barrier Options

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  • 2017Predicting stock market movements using network science: an information theoretic approach48 cited