References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1973An Intertemporal Capital Asset Pricing Model6,557 cited
• 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 2004The Price of Robustness4,620 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1976The valuation of options for alternative stochastic processes2,935 cited
• 1998Robust Convex Optimization2,606 cited
• 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
• 1998The Variance Gamma Process and Option Pricing1,786 cited
• 2010Merton, Robert C.812 cited
• 1994MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY646 cited
• 1985Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978646 cited
• 2004Robust linear optimization under general norms482 cited
• 1995Uncertain volatility and the risk-free synthesis of derivatives364 cited