this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
- 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
- 1976Option pricing when underlying stock returns are discontinuous5,965 cited
- 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
- 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
- 2002A Jump-Diffusion Model for Option Pricing1,895 cited
- 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
- 1990Numerical Methods for Stochastic Control Problems in Continuous Time1,400 cited
- 1987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application978 cited
- 2008A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions718 cited
- 2000Introduction and Summary of Results (Excerpt)516 cited
- 2000The Term Structure of Implied Volatility516 cited
- 2002AMERICAN OPTIONS WITH REGIME SWITCHING506 cited
- 2000Pricing Financial Instruments: The Finite Difference Method478 cited
- 1999Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work