The importance of strictly local martingales; applications to radial Ornstein–Uhlenbeck processes

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

Steven L. Heston · Review of Financial Studies · 1993 · 9.1K citations

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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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On some exponential functionals of Brownian motion

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Carlos A. Sin · Advances in Applied Probability · 1998 · 167 citations

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Arbitrage possibilities in Bessel processes and their relations to local martingales

Freddy Delbaen, Walter Schachermayer · Probability Theory and Related Fields · 1995 · 136 citations · Full text

Engineering, Economics, Finance +14