Standout Papers

The Pricing of Options on Assets with Stochastic Volatilities 1987 2026 2000 2013 2.2k
  1. The Pricing of Options on Assets with Stochastic Volatilities (1987)
    John Hull, Alan White The Journal of Finance
  2. Pricing Interest-Rate-Derivative Securities (1990)
    John Hull, Alan White Review of Financial Studies
  3. The Pricing of Options on Assets with Stochastic Volatilities (1987)
    John Hull, Alan White The Journal of Finance
  4. The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)
    John Hull, Mirela Predescu et al. Journal of Banking & Finance
  5. Options, Futures, and Other Derivative Securities. (1990)
    Gerald D. Gay, John Hull The Journal of Finance

Immediate Impact

13 by Nobel laureates 3 from Science/Nature 108 standout
Sub-graph 1 of 11

Citing Papers

Solving high-dimensional partial differential equations using deep learning
2018 Standout
Determining Benefits and Costs for Future Generations
2013 StandoutScienceNobel
5 intermediate papers

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
and 2 more

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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Rankless by CCL
2026