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
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 2016“Options, Futures, and Other Derivatives”5,007 cited
• 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1999Option valuation using the fast Fourier transform2,155 cited
• 1998The Variance Gamma Process and Option Pricing1,786 cited
• 2002The Fine Structure of Asset Returns: An Empirical Investigation1,725 cited
• 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
• 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
• 1997Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling1,022 cited
• 2003Stochastic Volatility for Lévy Processes871 cited
• 2003Lévy processes in finance pricing financial derivatives807 cited
• 2002The concept of comonotonicity in actuarial science and finance: theory