References

• 1973The Pricing of Options and Corporate Liabilities29,064 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
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1998The Variance Gamma Process and Option Pricing1,786 cited
• 1994Implied Binomial Trees1,749 cited
• 2003Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options1,354 cited
• 1998Implied Volatility Functions: Empirical Tests1,248 cited
• 1995THE GARCH OPTION PRICING MODEL1,131 cited
• 1987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application978 cited
• 2000A Closed-Form GARCH Option Valuation Model972 cited
• 1987Option values under stochastic volatility: Theory and empirical estimates904 cited
• 2002Risk-Neutral Skewness: Evidence from Stock Options421 cited
• 1990General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns