2004 · 72 citations · 16 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsStochastic ProcessesAsset Return ModelingOption PricingStochastic VolatilityVolatility AnalysisVolatility DerivativesVolatility ModelingStochastic Volatility ModelsStochastic Volatility PricingSwap OperationsSwap ValuationTime Series Volatility ModelingTime-varying Volatility ModelsVariance Swap PricingVolatility Modelling
Our initial experience with a low-risk general population colorectal cancer endoscopic screening clinic yielded 18% of patients with neoplasms, and 1% had curable cancers resected.
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
Business, Finance, Econometrics +11
A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations