References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 2003Monte Carlo Methods in Financial Engineering3,818 cited
• 2004Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices1,116 cited
• 2009A comparison of biased simulation schemes for stochastic volatility models316 cited
• 2005Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans309 cited
• 2008Simple and efficient simulation of the Heston stochastic volatility model266 cited
• 2008Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds214 cited
• 2001Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives208 cited
• 2004Risk-Neutral Valuation199 cited
• 2009Overcoming the Saving Slump171 cited
• 2001Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase154 cited
• 2004The log-normal approximation in financial and other computations