The Price of Government Bond Volatility

Limit Theorems for Stochastic Processes.

Ditlev Monrad, Jean Jacod, Albert N. Shiryaev · Journal of the American Statistical Association · 1988 · 4.2K citations

Engineering, Mathematics, Financial Economics +16

Valuing American Options by Simulation: A Simple Least-Squares Approach

Francis A. Longstaff, Eduardo S. Schwartz · Review of Financial Studies · 2001 · 3.3K citations

Business, Finance, Asset Pricing +16

Option Prices, Implied Price Processes, and Stochastic Volatility

Mark Britten‐Jones, Anthony Neuberger · The Journal of Finance · 2000 · 1K citations

Business, Finance, Financial Economics +16

Spanning and derivative-security valuation

Gurdip Bakshi, Dilip B. Madan · Journal of Financial Economics · 2000 · 788 citations

Business, Economics, Finance +17

Model Specification and Risk Premia: Evidence from Futures Options

Mark Broadie, Mikhail Chernov, Michael Johannes · The Journal of Finance · 2007 · 675 citations · Full text

Business, Economics, Finance +17