April 01, 1993 article A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options Review of Financial Studies DOI: 10.1093/rfs/6.2.327 OpenAlex Authors 0 Author list not loaded yet. Cited by 6 stored of 9,222 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Is There a Future for Stochastic Modeling in Business and Industry in the Era of Machine Learning and Artificial Intelligence? 2025 Applied Stochastic Models in Business and Industry article Mathematics Statistical Methods and Applications Open access 7 citations Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities 2024 SIAM Journal on Scientific Computing article Economics, Econometrics and Finance Stochastic processes and financial applications 2 citations Quantum Optimization: Potential, Challenges, and the Path Forward 2023 report Computer Science Quantum Computing Algorithms and Architecture Open access 60 citations WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY 2022 International Journal of Theoretical and Applied Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 12 citations Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing 2022 Quantitative Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 9 citations Pricing American options by exercise rate optimization 2020 Quantitative Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 23 citations 6 results References 0