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651
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11K
Citations
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Financial EconomicsFinanceBusinessEconomicsStochastic ProcessesOption PricingOption Pricing ModelsQuantitative FinanceVolatility ModelingAsset Pricing
Publications per year
2010–2026
651
651
Affine Point Processes and Portfolio Credit Risk
Eymen Errais, Kay Giesecke, Lisa R. Goldberg · 2010 · 386 citations
Optimal Execution in a General One-Sided Limit-Order Book
Silviu Predoiu, Gennady Shaikhet, Steven E. Shreve · 2011 · 190 citations · Full text
Social Sciences, Economics, Finance +11
A Fourier Transform Method for Spread Option Pricing
T. R. Hurd, Zhuowei Zhou · 2010 · 189 citations
Business, Finance, Asset Pricing +16
Buy Low, Sell High: A High Frequency Trading Perspective
Álvaro Cartea, Sebastian Jaimungal, Jason Ricci · 2014 · 186 citations
Duality for Set-Valued Measures of Risk
Andreas H. Hamel, Frank Heyde · 2010 · 156 citations
Business, Finance, Risk Management +17
1–5 of 651