References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 2005Theory of rational option pricing7,161 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 2012The Econometrics of Financial Markets5,875 cited
• 1978Asset Prices in an Exchange Economy5,057 cited
• 1997The Econometrics of Financial Markets5,007 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
• 1960Theory of Value: An Axiomatic Analysis of Economic Equilibrium1,773 cited
• 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
• 1973The Role of Securities in the Optimal Allocation of Risk-bearing1,179 cited
• 1964The Role of Securities in the Optimal Allocation of Risk-bearing1,172 cited
• 1998Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices1,060 cited