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Analytically Tractable Stochastic Stock Price Models
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  • 2019Detecting bubbles in Bitcoin price dynamics via market exuberance67 cited
  • 2018Asymptotic Behavior of the Fractional Heston Model63 cited
  • 2013Marginal Density Expansions for Diffusions and Stochastic Volatility II: Applications39 cited
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  • 2018Large Deviation Principle for Volterra Type Fractional Stochastic Volatility Models28 cited
  • 2012Asymptotic and non asymptotic approximations for option valuation26 cited
  • 2013The Small-Maturity Heston Forward Smile26 cited
  • 2016Regime switching model for financial data: Empirical risk analysis22 cited
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  • 2018Extreme-strike asymptotics for general Gaussian stochastic volatility models20 cited

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