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2. Modeling and Simulation of an Artificial Stock Option Market. (2008). Marchesi, Michele.
   In: Computational Economics.
   RePEc:kap:compec:v:32:y:2008:i:1:p:37-53.

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1. Combination of transition probability distribution and stable Lorentz distribution in stock markets. (2021). Chang, Chuo ; Liu, Chang.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308529.

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2. The impact of trading restrictions and margin requirements on stock index futures. (2020). Hu, Wenwei ; Wang, Tianxiang ; Tong, Jun.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1176-1191.

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3. Valuation of collateralized debt obligations: An equilibrium model. (2019). Hu, May ; Park, Jason.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:82:y:2019:i:c:p:119-135.

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4. Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes. (2017). Yang, Zihui ; Zhou, Yinggang.
   In: Management Science.
   RePEc:inm:ormnsc:v:63:y:2017:i:2:p:333-354.

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5. Alternative methods to derive option pricing models: review and comparison. (2016). Lee, Cheng Few ; Chen, Yibing.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:47:y:2016:i:2:d:10.1007_s11156-015-0505-5.

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6. Pricing currency options under double exponential jump diffusion in a Markov-modulated HJM economy. (2016). Chen, Son-Nan ; Chiang, Mi-Hsiu ; Li, Chang-Yi.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:46:y:2016:i:3:d:10.1007_s11156-014-0478-9.

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7. Aggregate Stock Market Illiquidity and Bond Risk Premia. (2012). Sojli, Elvira ; Tham, Wing Wah ; Bouwman, Kees E..
   In: Tinbergen Institute Discussion Papers.
   RePEc:tin:wpaper:20120140.

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8. What Makes the VIX Tick?. (2012). Zhou, Yinggang ; Bailey, Warren ; Zheng, Lin.
   In: Working Papers.
   RePEc:hkm:wpaper:222012.

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9. Analysis of Linkages between Central and Eastern European Capital Markets. (2012). Matuszewska-Janica, Aleksandra ; Kompa, Krzysztof ; Witkowska, Dorota.
   In: Dynamic Econometric Models.
   RePEc:cpn:umkdem:v:12:y:2012:p:19-34.

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10. American option pricing under stochastic volatility: an empirical evaluation. (2010). Guha, Suchandan ; Goswami, Manisha ; Aitsahlia, Farid.
    In: Computational Management Science.
    RePEc:spr:comgts:v:7:y:2010:i:2:p:189-206.

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11. Asset Pricing in a Two-Country Discontinuous General Equilibrium Model. (2008). Necula, Ciprian.
    In: Advances in Economic and Financial Research - DOFIN Working Paper Series.
    RePEc:cab:wpaefr:24.

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12. A Two-Country Discontinuous General Equilibrium Model. (2008). Necula, Ciprian.
    In: Advances in Economic and Financial Research - DOFIN Working Paper Series.
    RePEc:cab:wpaefr:23.

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13. EFFECTS OF STOCHASTIC INTEREST RATES AND VOLATILITY ON CONTINGENT CLAIMS*. (2007). Kim, Yong-Jin ; Kunitomo, Naoto.
    In: The Japanese Economic Review.
    RePEc:bla:jecrev:v:58:y:2007:i:1:p:71-106.

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14. The Derivatives Sourcebook. (2006). Scholes, Myron ; merton, robert ; Lo, Andrew ; Lim, Terence .
    In: Foundations and Trends(R) in Finance.
    RePEc:now:fntfin:0500000005.

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15. A Non-Parametric Option Pricing Model: Theory and Empirical Evidence. (2005). Chen, Ren-Raw ; Palmon, Oded.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:24:y:2005:i:2:p:115-134.

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16. Modeling time series information into option prices: An empirical evaluation of statistical projection and GARCH option pricing model. (2005). Leung, Mark T. ; Chen, An-Sing.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:12:p:2947-2969.

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17. Impact of Divergent Consumer Confidence on Option Prices. (2003). Huang, James.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:6:y:2003:i:3:p:165-177.

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18. Effects of Stochastic Interest Rates and Volatility on Contingent Claims (Revised Version). (2001). Kim, Yong-Jin ; Kunitomo, Naoto.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2001cf129.

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19. The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model. (2001). Niehaus, Frank.
    In: Computing in Economics and Finance 2001.
    RePEc:sce:scecf1:60.

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20. Asymmetric Smiles, Leverage Effects and Structural Parameters.. (2001). Renault, Eric ; Luger, Richard ; Garcia, René.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2001-09.

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21. The Influence of Heterogeneous Preferences on Asset Prices in an Incomplete Market Model. (2001). Niehaus, Frank.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-234.

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22. Systematic jump risks in a small open economy: simultaneous equilibrium valuation of options on the market portfolio and the exchange rate. (2001). Cao, Melanie.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:2:p:191-218.

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23. Asymmetric Smiles, Leverage Effects and Structural Parameters. (2001). Renault, Eric ; Luger, Richard ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2001s-01.

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24. Effects of Stochastic Interest Rates and Volatility on Contingent Claims. (2000). Kim, Yong-Jin ; Kunitomo, Naoto.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2000cf67.

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25. A SIMPLE OPTION PRICING MODEL WITH HETEROGENEOUS AGENTS. (2000). Niehaus, Frank.
    In: Computing in Economics and Finance 2000.
    RePEc:sce:scecf0:342.

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26. Pricing and hedging derivative securities with neural networks and a homogeneity hint. (2000). Garcia, René.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:94:y:2000:i:1-2:p:93-115.

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27. Pricing and hedging long-term options. (2000). Chen, Zhiwu ; Cao, Charles ; Bakshi, Gurdip.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:94:y:2000:i:1-2:p:277-318.

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28. Risk Aversion, Intertemporal Substitution, and Option Pricing. (1998). Renault, Eric ; Garcia, René.
    In: Cahiers de recherche.
    RePEc:mtl:montde:9801.

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29. An empirical examination of currency futures options under stochastic interest rates. (1998). Poon, Winnie P. H., ; Duett, Edwin H..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:9:y:1998:i:1:p:29-50.

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30. Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint. (1998). Garcia, René ; Genay, Ramazan.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-35.

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31. Risk Aversion, Intertemporal Substitution, and Option Pricing. (1998). Renault, Eric ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-02.

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32. Deterministic versus stochastic volatility: implications for option pricing models. (1997). Brockman, Paul ; Chowdhury, Mustafa.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:7:y:1997:i:5:p:499-505.

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33. An alternative valuation model for contingent claims. (1997). Chen, Zhiwu ; Bakshi Gurdip S., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:44:y:1997:i:1:p:123-165.

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34. An Alternative Model for Contingent Claims. (1995). Chen, Zhiwu ; Gurdip S. Bakshi and, .
    In: Research in Financial Economics.
    RePEc:wop:ohsrfe:9504.

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35. Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in thePHLX Deutschemark Options. (1993). Bates, David S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4596.

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