Standout Papers
- The Pricing of Options on Assets with Stochastic Volatilities (1987)
- Pricing Interest-Rate-Derivative Securities (1990)
- The Pricing of Options on Assets with Stochastic Volatilities (1987)
- The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)
- Options, Futures, and Other Derivative Securities. (1990)
Immediate Impact
13 by Nobel laureates 3 from Science/Nature 108 standout
Citing Papers
Solving high-dimensional partial differential equations using deep learning
2018 Standout
Determining Benefits and Costs for Future Generations
2013 StandoutScienceNobel
Works of John Hull being referenced
The impact of default risk on the prices of options and other derivative securities
1995
Pricing Interest-Rate-Derivative Securities
1990 Standout
Author Peers
| Author | Last Decade | Papers | Cites | ||||
|---|---|---|---|---|---|---|---|
| John Hull | 6863 | 2794 | 642 | 855 | 41 | 7.4k | |
| Steven L. Heston | 7957 | 3436 | 541 | 894 | 56 | 8.5k | |
| Alan White | 8098 | 3029 | 945 | 948 | 92 | 9.4k | |
| Jun Pan | 7771 | 3337 | 1147 | 938 | 44 | 8.3k | |
| Oldrich A Vasicek | 4011 | 1617 | 410 | 1024 | 24 | 4.9k | |
| Mark Broadie | 4267 | 1333 | 254 | 438 | 67 | 5.0k | |
| Peter Carr | 9966 | 3794 | 310 | 729 | 136 | 10.7k | |
| Gurdip Bakshi | 7919 | 3937 | 760 | 1400 | 102 | 8.6k | |
| J. Michael Harrison | 5346 | 3017 | 593 | 615 | 102 | 9.3k | |
| Francis A. Longstaff | 11425 | 4961 | 2204 | 2115 | 108 | 12.7k | |
| Steven E. Shreve | 5810 | 3438 | 425 | 432 | 65 | 7.8k |
All Works
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