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
• 1973Theory of Rational Option Pricing8,084 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 2017Deep learning with long short-term memory networks for financial market predictions3,010 cited
• 2000Conditional Skewness in Asset Pricing Tests2,837 cited
• 2017Stock price prediction using LSTM, RNN and CNN-sliding window model1,134 cited
• 1995THE GARCH OPTION PRICING MODEL1,131 cited
• 2009Ex Ante Skewness and Expected Stock Returns784 cited
• 1982Approximate option valuation for arbitrary stochastic processes608 cited
• 1998Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks537 cited
• 2015Does realized skewness predict the cross-section of equity returns?507 cited
• 2018An innovative neural network approach for stock market prediction501 cited
• 2006A Theory of Volatility Spreads292 cited
• 2005Option valuation with conditional skewness284 cited