References

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• 2016“Options, Futures, and Other Derivatives”5,007 cited
• 1992ARCH modeling in finance4,288 cited
• 2003Options, Futures and Other Derivatives3,864 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
• 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
• 2000Post-'87 crash fears in the S&P 500 futures option market1,417 cited
• 1996Recovering Probability Distributions from Option Prices1,086 cited
• 1983Foreign currency option values1,078 cited
• 2003Delta-Hedged Gains and the Negative Market Volatility Risk Premium934 cited
• 2001Expected Option Returns771 cited
• 1995The World Price of Foreign Exchange Risk765 cited
• 1990