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
• 2005Theory of rational option pricing7,161 cited
• 1995The Limits of Arbitrage5,282 cited
• 2008Market Liquidity and Funding Liquidity5,007 cited
• 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
• 2008Liquidity and leverage2,557 cited
• 1998Private and Public Supply of Liquidity1,821 cited
• 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
• 1998Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices1,060 cited
• 2001Contagion as a Wealth Effect926 cited
• 2003The dynamics of stochastic volatility: evidence from underlying and options markets504 cited
• 2000The Distribution of Stock Return Volatility497 cited
• 2010The Leverage Cycle485 cited
• 2008The Volatility of Realized Volatility421 cited
• 2004Liquidity Black Holes371 cited