Derivative Security Markets, Market Manipulation, and Option Pricing Theory
Data up to Jan 2025
Total Citations Per Year
Abstract
References (11)
Martingales and stochastic integrals in the theory of continuous trading
1981 • 2,903 citations
Hedging of contingent claims under incomplete information
1990 • 789 citations
Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978
1985 • 642 citations
Stock-Price Manipulation
1992 • 598 citations
DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1
1992 • 440 citations
Market Manipulation, Bubbles, Corners, and Short Squeezes
1992 • 402 citations
Asymmetric Information and Options
1993 • 331 citations
Applied Stochastic Analysis
1992 • 186 citations
Option Pricing Under Incompleteness and Stochastic Volatility
1992 • 158 citations
Large-Trader Impact and Market Regulation
1991 • 13 citations
STOCK PRICE MANIPULATION THROUGH TAKEOVER BIDS
1989 • 5 citations