Most cited documents in this series:

Year	Title	Cited
2004	Assessing the Least Squares Monte-Carlo Approach to American Option Valuation RePEc:kap:revdev:v:7:y:2004:i:2:p:129-168 [Citation Analysis]	13
	RePEc:kap:revdev:v:6:y:2003:i:2:p:129-155 [Citation Analysis]	12
	RePEc:kap:revdev:v:6:y:2003:i:2:p:107-128 [Citation Analysis]	10
	RePEc:kap:revdev:v:3:y:2000:i:3:p:263-282 [Citation Analysis]	9
2004	On the Information in the Interest Rate Term Structure and Option Prices RePEc:kap:revdev:v:7:y:2004:i:2:p:99-127 [Citation Analysis]	8
	RePEc:kap:revdev:v:3:y:1999:i:2:p:157-181 [Citation Analysis]	6
2007	A new approach for option pricing under stochastic volatility RePEc:kap:revdev:v:10:y:2007:i:2:p:87-150 [Citation Analysis]	6
2007	Option pricing when correlations are stochastic: an analytical framework RePEc:kap:revdev:v:10:y:2007:i:2:p:151-180 [Citation Analysis]	5
	RePEc:kap:revdev:v:6:y:2003:i:3:p:179-202 [Citation Analysis]	4
	RePEc:kap:revdev:v:4:y:2000:i:3:p:231-262 [Citation Analysis]	4
2004	A Model of the Convenience Yields in On-the-Run Treasuries RePEc:kap:revdev:v:7:y:2004:i:2:p:79-97 [Citation Analysis]	3
2004	Theory of Storage and the Pricing of Commodity Claims RePEc:kap:revdev:v:7:y:2004:i:1:p:5-24 [Citation Analysis]	2
2009	Option market making under inventory risk RePEc:kap:revdev:v:12:y:2009:i:1:p:55-79 [Citation Analysis]	2
2008	Distressed debt prices and recovery rate estimation RePEc:kap:revdev:v:11:y:2008:i:3:p:171-204 [Citation Analysis]	2
2009	Microstructural biases in empirical tests of option pricing models RePEc:kap:revdev:v:12:y:2009:i:3:p:169-191 [Citation Analysis]	2
2006	Static versus dynamic hedges: an empirical comparison for barrier options RePEc:kap:revdev:v:9:y:2006:i:3:p:239-264 [Citation Analysis]	2
	RePEc:kap:revdev:v:5:y:2002:i:3:p:273-314 [Citation Analysis]	1
2006	Model misspecification analysis for bond options and Markovian hedging strategies RePEc:kap:revdev:v:9:y:2006:i:2:p:109-135 [Citation Analysis]	1
2007	Modelling jumps in electricity prices: theory and empirical evidence RePEc:kap:revdev:v:10:y:2007:i:1:p:59-85 [Citation Analysis]	1
2011	Foreign currency bubbles RePEc:kap:revdev:v:14:y:2011:i:1:p:67-83 [Citation Analysis]	1
	RePEc:kap:revdev:v:5:y:2002:i:3:p:251-271 [Citation Analysis]	1
2007	The valuation of a firm’s investment opportunities: a reduced form credit risk perspective RePEc:kap:revdev:v:10:y:2007:i:1:p:39-58 [Citation Analysis]	1
2010	Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case RePEc:kap:revdev:v:13:y:2010:i:2:p:141-176 [Citation Analysis]	1
	RePEc:kap:revdev:v:6:y:2003:i:3:p:165-177 [Citation Analysis]	1
2007	Discount curve construction with tension splines RePEc:kap:revdev:v:10:y:2007:i:3:p:227-267 [Citation Analysis]	1
2010	A fast Fourier transform technique for pricing American options under stochastic volatility RePEc:kap:revdev:v:13:y:2010:i:1:p:1-24 [Citation Analysis]	1

Citing documents used to compute impact factor 1:

Year	Title	See
2010	Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures RePEc:war:wpaper:2010-03	[Citation Analysis]

Cites in year: CiY