Standout Papers

On the Estimation of Security Price Volatilities from Historical Data 1980 2026 1995 2010 998
  1. On the Estimation of Security Price Volatilities from Historical Data (1980)
    Mark B. Garman, Michael J. Klass The Journal of Business
  2. Foreign currency option values (1983)
    Mark B. Garman, Steven W. Kohlhagen Journal of International Money and Finance

Citation Impact

28 by Nobel laureates 3 from Science/Nature 119 standout
Sub-graph 1 of 15

Citing Papers

Solving high-dimensional partial differential equations using deep learning
2018 Standout
The Flash Crash: High‐Frequency Trading in an Electronic Market
2017 Standout
18 intermediate papers

Works of Mark B. Garman being referenced

Market microstructure
1976
An algebra for evaluating hedge portfolios
1976
and 1 more

Author Peers

Author Finance EE MSOR GEEF Last Decade Papers Cites
Mark B. Garman 1787 1425 364 471 22 2.4k
Kazuko Takatsu 11 409
Telma Elita Bertolin 41 782
Mitko Vutchkov 2 28 353
J.K. Dale 16 819
Nicholas G. Pavlopoulos 19 355

All Works

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Rankless by CCL
2026