References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 2005Theory of rational option pricing7,161 cited
• 2003Monte Carlo Methods in Financial Engineering3,818 cited
• 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
• 2003Financial Modelling with Jump Processes3,217 cited
• 1999Option valuation using the fast Fourier transform2,155 cited
• 2004Lévy Processes and Stochastic Calculus2,040 cited
• 1998The Variance Gamma Process and Option Pricing1,786 cited
• 2002The Fine Structure of Asset Returns: An Empirical Investigation1,725 cited
• 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
• 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
• 1994A general version of the fundamental theorem of asset pricing1,447 cited
• 1997Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling1,022 cited
• 1995Hyperbolic Distributions in Finance959 cited
• 2003Lévy processes in finance pricing financial derivatives