Annals of Finance

Option pricing and Esscher transform under regime switching

Robert J. Elliott, Leunglung Chan, Tak Kuen Siu · 2005 · 428 citations

Business, Decision Sciences, Stochastic Processes +8

A dynamic model of entrepreneurship with borrowing constraints: theory and evidence

Francisco Buera · 2009 · 234 citations · Full text

Business, Economics, Entrepreneurship +13

Affine fractional stochastic volatility models

Fabienne Comte, Laure Coutin, Éric Renault · 2010 · 148 citations

Business, Finance, Mathematics +12

The fundamental theorem of asset pricing for continuous processes under small transaction costs

Paolo Guasoni, Miklós Rásonyi, Walter Schachermayer · 2008 · 131 citations

Business, Economics, Finance +14

Entrepreneurship in macroeconomics

Vincenzo Quadrini · 2008 · 122 citations