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
• 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
• 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
• 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
• 1994Implied Binomial Trees1,749 cited
• 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
• 1998Implied Volatility Functions: Empirical Tests1,248 cited
• 19965 Stochastic volatility1,189 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities1,179 cited
• 1990ARCH models as diffusion approximations943 cited
• 2003Empirical option pricing: a retrospection343 cited
• 1986Mimicking the one-dimensional marginal distributions of processes having an ito differential305 cited
• 1998Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility256 cited
• 1997Calibrating volatility surfaces via relative-entropy minimization