Options and Bubbles

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Cite
Heston, Steven L., et al. “Options and Bubbles”. The Review of Financial Studies, vol. 20, no. 2, 2006, pp. 359-90, https://doi.org/10.1093/rfs/hhl005.
Heston, S. L., Loewenstein, M., & Willard, G. A. (2006). Options and Bubbles. The Review of Financial Studies, 20(2), 359-390. https://doi.org/10.1093/rfs/hhl005
Heston, Steven L., Mark Loewenstein, and Gregory A. Willard. “Options and Bubbles”. The Review of Financial Studies 20, no. 2 (2006): 359-90. https://doi.org/10.1093/rfs/hhl005.
Heston SL, Loewenstein M, Willard GA. Options and Bubbles. The Review of Financial Studies. 2006;20(2):359-90.
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Economics as a science
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Refrences
Title Journal Journal Categories Citations Publication Date
Title American Economic Review
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
1993
10.3386/w9423
10.1007/978-3-662-13043-8
10.1007/978-1-4684-0302-2
Market Price of Risk Specifications for Affine Models: Theory and Evidence SSRN Electronic Journal 25 2003
Citations
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Pricing levered warrants under the CEV diffusion model

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  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
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2024
Martingale defects in the volatility surface and bubble conditions in the underlying

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  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
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2024
Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model Computational and Applied Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
2024
Finite maturity caps and floors on continuous flows under the constant elasticity of variance process European Journal of Operational Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering
  • Technology: Engineering (General). Civil engineering (General)
2024
Functional Stochastic Discount Factors in the Stochastic Volatility Model SSRN Electronic Journal 2024
Citations Analysis
The category Social Sciences: Finance 58 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Asset Price Bubbles in Incomplete Markets and was published in 2007. The most recent citation comes from a 2024 study titled Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model. This article reached its peak citation in 2010, with 18 citations. It has been cited in 53 different journals, 9% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 47 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year