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
• 1973Theory of Rational Option Pricing8,060 cited
• 2005Theory of rational option pricing7,161 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
• 1976The valuation of options for alternative stochastic processes2,935 cited
• 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited
• 1994Implied Binomial Trees1,749 cited
• 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
• 2000Post-'87 crash fears in the S&P 500 futures option market1,417 cited