Finance research letters · 2013 · 12 citations · 17 references
BusinessEconomicsFinanceFinancial EconomicsQuantitative FinanceStochastic ProcessesMarkov ProcessesOption PricingOption Pricing ModelsOption ValueOptions MarketsRegime-switching ModelsOption Pricing TheoryOption Pricing Under Stochastic Interest RatesOption Pricing Under Stochastic VolatilityOption Pricing Under UncertaintyOption Pricing ValuationQuanto Option PricingStochastic Valuation Models
17
The Term Structure as a Predictor of Real Economic Activity
Arturo Estrella, Gikas A. Hardouvelis · The Journal of Finance · 1991 · 1.7K citations
Social Sciences, Economics, Finance +15
Option Pricing and Replication with Transactions Costs
Hayne E. Leland · The Journal of Finance · 1985 · 837 citations
Business, Finance, Asset Pricing +16
Option pricing by Esscher transforms.
Hans U. Gerber, Shiu E.S.W. · IRIS · 1995 · 660 citations
Business, Finance, Mathematics +8