this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1973The Pricing of Options and Corporate Liabilities29,064 cited
- 1973Theory of Rational Option Pricing8,060 cited
- 2005Theory of rational option pricing7,161 cited
- 1976Option pricing when underlying stock returns are discontinuous5,965 cited
- 1985The equity premium: A puzzle5,785 cited
- 2016Numerical solution of stochastic differential equations5,001 cited
- 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
- 1976The valuation of options for alternative stochastic processes2,935 cited
- 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
- 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
- 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
- 1994Implied Binomial Trees1,749 cited
- 1998Implied Volatility Functions: Empirical Tests1,248 cited
- 1991Implications of Security Market Data for Models of Dynamic Economies1,182 cited
- 1977Foundations of Finance.1,128 cited
- 1990Implications of Security Market Data for Models of Dynamic Economies
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