Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models

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

Business, Economics, Finance +13

Option pricing when underlying stock returns are discontinuous

Robert C. Merton · Journal of Financial Economics · 1976 · 6.1K citations · Full text

Business, Finance, Asset Pricing +16

Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options

David S. Bates · Review of Financial Studies · 1996 · 2.4K citations

Business, Economics, Finance +17

Pricing Interest-Rate-Derivative Securities

John Hull, Alan White · Review of Financial Studies · 1990 · 2.2K citations

Business, Economics, Finance +17

Theory of Financial Decision Making.

Eduardo S. Schwartz, Jonathan E. Ingersoll · The Journal of Finance · 1988 · 1.9K citations

Business, Economics, Finance +17