References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1921Risk, Uncertainty and Profit9,962 cited
• 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 1985The equity premium: A puzzle5,785 cited
• 1978Asset Prices in an Exchange Economy5,057 cited
• 1989Maxmin expected utility with non-unique prior4,063 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1994Implied Binomial Trees1,749 cited
• 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
• 1988The equity risk premium a solution1,397 cited
• 2001Robust Control and Model Uncertainty1,349 cited
• 1996Recovering Probability Distributions from Option Prices1,086 cited
• 2002Ambiguity, Risk, and Asset Returns in Continuous Time1,073 cited
• 1986Stochastic Calculus and Applications.673 cited
• 2004Intertemporal asset pricing under knightian uncertainty597 cited