Wilmott

Forecasting, structural time series models and the kalman filter

Andrew Harvey · 2002 · 398 citations

Computing, Mathematics, Forecasting +13

Option valuation under stochastic volatility: with mathematica code

Alan Lewis · 2002 · 249 citations

Business, Finance, Mathematics +16

Construction and Comparison of High-Dimensional Sobol' Generators

I. M. Sobol, Danil Asotsky, Alexander Kreinin et al. · 2011 · 210 citations

Computing, Computer Science, Mathematics +7

A perfect calibration! now what?

Wim Schoutens, Erwin Simons, Jurgen Tistaert · 2004 · 189 citations

Business, Finance, Asset Pricing +16

Robust Performances Hypothesis Testing With the Variance

Olivier Ledoit, Michael Wolf · 2011 · 152 citations

Natural Sciences, Economics, Finance +16