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
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1976The pricing of commodity contracts2,859 cited
• 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
• 1980On the Estimation of Security Price Volatilities from Historical Data1,538 cited
• 2003The Impact of Jumps in Volatility and Returns1,469 cited
• 2008Variance Risk Premiums1,328 cited
• 2004Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices1,116 cited
• 2004Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?991 cited
• 1985Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978646 cited