Estimation Bias Induced by Discrete Security Prices

Handbook of Mathematical Functions

1966 • 42,275 citations

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

The Advanced Theory of Statistics.

1978 • 6,960 citations

Option pricing when underlying stock returns are discontinuous

1976 • 5,962 citations

A First Course in Stochastic Processes

1975 • 4,107 citations

An Introduction to Probability Theory and Its Applications, Volume II

1967 • 1,194 citations

The Advanced Theory of Statistics

1947 • 757 citations

Algorithm AS 183: An Efficient and Portable Pseudo-Random Number Generator

1982 • 624 citations

On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

1985 • 410 citations

The degree of price resolution: The case of the gold market

1985 • 247 citations

Implications of the Discreteness of Observed Stock Prices

1985 • 166 citations

Estimating the Volatility of Discrete Stock Prices

1988 • 86 citations