References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1952PORTFOLIO SELECTION*13,480 cited
• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 1979Option pricing: A simplified approach6,103 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 2011Forecasting stock indices with back propagation neural network487 cited
• 1999Pricing contingent claims on stocks driven by Lévy processes282 cited
• 2002Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support277 cited
• 2018A machine learning framework for customer purchase prediction in the non-contractual setting267 cited
• 2000Far Field Boundary Conditions for Black--Scholes Equations252 cited
• 1997Neural networks in financial engineering: a study in methodology160 cited
• 2008On the numerical solution of nonlinear Black–Scholes equations155 cited
• 2000Laguerre Series for Asian and Other Options143 cited
• 2019Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting