Standout Papers

Option values under stochastic volatility: Theory and empirical estimates 1987 2026 2000 2013 582
  1. Option values under stochastic volatility: Theory and empirical estimates (1987)
    James B. Wiggins Journal of Financial Economics

Immediate Impact

17 by Nobel laureates 1 from Science/Nature 88 standout
Sub-graph 1 of 17

Citing Papers

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2 intermediate papers

Works of James B. Wiggins being referenced

Estimating the volatility of S&P 500 futures prices using the extreme‐value method
1992
Option values under stochastic volatility: Theory and empirical estimates
1987 Standout

Author Peers

Author Last Decade Papers Cites
James B. Wiggins 825 145 56 375 19 919
Stan Beckers 861 181 60 510 24 988
James N. Bodurtha 690 185 49 370 18 755
M. Barry Goldman 579 71 45 473 14 811
San‐Lin Chung 652 106 22 383 53 750
G. O. Bierwag 686 138 51 419 47 846
In Joon Kim 816 226 96 238 28 924
Jimmy E. Hilliard 802 90 33 694 68 1.0k
Julien Hugonnier 737 288 66 515 47 926
Chayawat Ornthanalai 898 195 29 364 32 957
David A. Chapman 785 312 41 391 29 942

All Works

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2026