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
• 1973An Intertemporal Capital Asset Pricing Model6,557 cited
• 1979Option pricing: A simplified approach6,103 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
• 1980MULTI-DIMENSIONAL DIFFUSION PROCESSES1,243 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities1,179 cited
• 2000Derivatives in Financial Markets with Stochastic Volatility916 cited
• 2004Feynman-Kac Formulae769 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
• 1990Simple Binomial Processes as Diffusion Approximations in Financial Models379 cited
• 2002Estimating stochastic volatility diffusion using conditional moments of integrated volatility318 cited
• 1989Pricing European Currency Options: A Comparison of the Modified Black- Scholes Model and a Random Variance Model289 cited