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
• 1973Theory of Rational Option Pricing8,060 cited
• 1999Continuous Martingales and Brownian Motion6,200 cited
• 1977An equilibrium characterization of the term structure6,104 cited
• 2003Monte Carlo Methods in Financial Engineering3,818 cited
• 1976The valuation of options for alternative stochastic processes2,935 cited
• 2004Lévy Processes and Stochastic Calculus2,040 cited
• 2004Credit Risk: Modeling, Valuation and Hedging1,064 cited
• 1990ARCH models as diffusion approximations943 cited
• 2003Stochastic Volatility for Lévy Processes871 cited
• 1979A continuous time approach to the pricing of bonds796 cited
• 2003Time-changed Lévy processes and option pricing674 cited
• 1997Closed Form Solutions for Term Structure Derivatives with Log‐Normal Interest Rates562 cited
• 1993BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES