Pricing catastrophe options with stochastic claim arrival intensity in claim time

Option pricing: A simplified approach

John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations

Business, Economics, Finance +13

A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

Peter K. Clark · Econometrica · 1973 · 2.8K citations · Full text

Business, Economics, Finance +17

Order Flow, Transaction Clock, and Normality of Asset Returns

Thierry Ané, Hélyette Geman · The Journal of Finance · 2000 · 432 citations · Full text

Business, Economics, Finance +11

Pricing and hedging in incomplete markets

Peter Carr, Hélyette Geman, Dilip B. Madan · Journal of Financial Economics · 2001 · 325 citations

Business, Business Economics, Economics +12

Efficient Procedures for Valuing European and American Path-Dependent Options

John C. Hull, Alan White · The Journal of Derivatives · 1993 · 284 citations

Social Sciences, Business Economics, Economics +10