References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
• 1994Implied Binomial Trees1,749 cited
• 2002Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options1,354 cited
• 1996Recovering Probability Distributions from Option Prices1,086 cited
• 1991The Crash of '87: Was It Expected? The Evidence from Options Markets943 cited
• 2000Recovering Risk Aversion from Option Prices and Realized Returns850 cited
• 2000Nonparametric risk management and implied risk aversion740 cited
• 2002Empirical pricing kernels687 cited
• 2001Generating Scenario Trees for Multistage Decision Problems674 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
• 1982Approximate option valuation for arbitrary stochastic processes608 cited
• 2003Evaluation of scenario-generation methods for stochastic programming479 cited
• 2000Scenarios for Multistage Stochastic Programs475 cited
• 2003A Heuristic for Moment-Matching Scenario Generation