Instruct: Given the title of a paper, retrieve paper titles that are cited by the given paper
Query: Chapter 2 Jump-Diffusion Models for Asset Pricing in Financial Engineering
Numerical pricing of discrete barrier and lookback options via Laplace transforms
Statistical arbitrage and securities prices
The Capital Asset Pricing Model: An Overview of the Theory
Investor psychology and asset pricing
Valuing American options by simulation: A simple least-squares approach
Affine processes and applications in finance
Pricing Barrier Options using Monte Carlo Methods
The RAND Corporation Theory of Rational Option Pricing
Quasilinear SPDEs via rough paths
Pricing American options with the SABR model
Approximate Option Pricing
econometric analysis of financial derivatives : an overview * .
Model-Free Implied Volatility and Its Information Content 1
a unified theory of underreaction , momentum trading , and overreaction in asset markets .
Markowitz revisited: mean-variance models in financial portfolio analysis
A lattice framework for pricing display advertisement options with the stochastic volatility underlying model
Optimization and statistical methods for high frequency finance
The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
erratum to : asset price bubbles from heterogeneous beliefs about mean reversion rates .
the game - theoretic capital asset pricing model .
Option Valuation Using the Fast Fourier Transform
Information System for Integrated Watershed Management Using Remote Sensing and GIS
A combinatorial approach to graphlet counting
Immobilized metal ion affinity chromatography: a review on its applications
Wideband and low-profile end-fire antennas mountable on metallic platforms