Time-consistent reinsurance–investment strategy for an insurer and a reinsurer with mean–variance criterion under the CEV model

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

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Business, Economics, Finance +13

The valuation of options for alternative stochastic processes

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Business, Economics, Finance +12

Stock Price Distributions with Stochastic Volatility: An Analytic Approach

Elias M. Stein, Jeremy C. Stein · Review of Financial Studies · 1991 · 1.6K citations

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Predicting monthly streamflow using data‐driven models coupled with data‐preprocessing techniques

C.L. Wu, Kwok‐wing Chau, Y. S. Li · Water Resources Research · 2009 · 422 citations · Full text

Natural Resources, Data Science, Hydrology +17

Artificial neural network simulation of hourly groundwater levels in a coastal aquifer system of the Venice lagoon

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Natural Resources, Civil Engineering, Hydrology +17