References

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• 1999Continuous Martingales and Brownian Motion6,200 cited
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• 1976The valuation of options for alternative stochastic processes2,935 cited
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• 1987Option values under stochastic volatility: Theory and empirical estimates904 cited
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• 2000The Term Structure of Implied Volatility516 cited
• 2006Moment explosions in stochastic volatility models403 cited
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• 1995Uncertain volatility and the risk-free synthesis of derivatives364 cited