References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 2005Theory of rational option pricing7,161 cited
• 1963The Variation of Certain Speculative Prices4,851 cited
• 1997The variation of certain speculative prices4,468 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1976The valuation of options for alternative stochastic processes2,935 cited
• 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
• 1983The Price Variability-Volume Relationship on Speculative Markets1,450 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities1,179 cited
• 1976The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis931 cited
• 1987Option values under stochastic volatility: Theory and empirical estimates904 cited
• 1974A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices903 cited
• 1963Mandelbrot and the Stable Paretian Hypothesis828 cited
• 1984Some Generalized Functions for the Size Distribution of Income