References

• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1998The Variance Gamma Process and Option Pricing1,786 cited
• 1994Implied Binomial Trees1,749 cited
• 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities1,179 cited
• 1995THE GARCH OPTION PRICING MODEL1,131 cited
• 1975Fact and Fantasy in the Use of Options1,021 cited
• 1987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application978 cited
• 1987Option values under stochastic volatility: Theory and empirical estimates904 cited
• 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks718 cited
• 1982Approximate option valuation for arbitrary stochastic processes