References

• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1998The relation between implied and realized volatility1,114 cited
• 1996Recovering Probability Distributions from Option Prices1,086 cited
• 1993The Informational Content of Implied Volatility761 cited
• 1995Predicting Volatility in the Foreign Exchange Market723 cited
• 1972THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY718 cited
• 1976STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES642 cited
• 2001Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns589 cited
• 1993Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities529 cited
• 1978The information content of option prices and a test of market efficiency485 cited
• 1998The quality of market volatility forecasts implied by S&P 100 index option prices476 cited
• 1981