References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1987Expected stock returns and volatility4,147 cited
• 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1997The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging2,116 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
• 2004Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices1,116 cited
• 1998The relation between implied and realized volatility1,114 cited
• 2000Short-Term Variations and Long-Term Dynamics in Commodity Prices1,098 cited
• 1996Recovering Probability Distributions from Option Prices1,086 cited
• 2003