Media attention and Bitcoin prices

A Jump-Diffusion Model for Option Pricing

Steven Kou · Management Science · 2002 · 1.9K citations

Volatility Modeling, Engineering, Financial Mathematics +16

Bitcoin, gold and the dollar – A GARCH volatility analysis

Anne Haubo Dyhrberg · Finance research letters · 2015 · 1.5K citations

Economics, Volatility Modeling, Financial Economics +6

The Sum of All FEARS Investor Sentiment and Asset Prices

Zhi Da, Joseph Engelberg, Pengjie Gao · Review of Financial Studies · 2014 · 1.3K citations

The economics of Bitcoin and similar private digital currencies

Gerald P. Dwyer · Journal of Financial Stability · 2014 · 759 citations

Economics, Fintech, Digital Finance +6

Option Pricing Under a Double Exponential Jump Diffusion Model

Steven Kou, Hui Wang · Management Science · 2004 · 632 citations

Numerical Analysis, Option Pricing, Black-scholes Model +14