this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
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- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
- 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
- 1976Option pricing when underlying stock returns are discontinuous5,965 cited
- 1992ARCH modeling in finance4,288 cited
- 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
- 1993Measuring and Testing the Impact of News on Volatility3,692 cited
- 1976The valuation of options for alternative stochastic processes2,935 cited
- 1994Implied Binomial Trees1,749 cited
- 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
- 1987The Pricing of Options on Assets with Stochastic Volatilities1,179 cited
- 1995THE GARCH OPTION PRICING MODEL1,131 cited
- 1975Fact and Fantasy in the Use of Options1,021 cited
- 1987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application978 cited
- 2000A Closed-Form GARCH Option Valuation Model972 cited
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