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
• 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
• 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks718 cited
• 1982Approximate option valuation for arbitrary stochastic processes608 cited
• 1999Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension424 cited
• 2018Predicting the direction of stock market prices using tree-based classifiers376 cited
• 2018Application of eXtreme gradient boosting trees in the construction of credit risk assessment models for financial institutions320 cited
• 1996SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES318 cited
• 1989Computing the Constant Elasticity of Variance Option Pricing Formula316 cited
• 2000Option price forecasting using neural networks218 cited
• 2000Pricing and hedging derivative securities with neural networks and a homogeneity hint211 cited