this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
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- 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
- 1985A Theory of the Term Structure of Interest Rates8,333 cited
- 2005Theory of rational option pricing7,161 cited
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- 1979Option pricing: A simplified approach6,103 cited
- 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
- 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
- 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
- 1976The valuation of options for alternative stochastic processes2,935 cited
- 1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
- 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
- 1994Implied Binomial Trees1,749 cited
- 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
- 1986Term Structure Movements and Pricing Interest Rate Contingent Claims
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