Projection and contraction method for the valuation of American options under regime switching

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James D. Hamilton · Econometrica · 1989 · 9.7K citations

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

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