References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 2000Post-'87 crash fears in the S&P 500 futures option market1,417 cited
• 1998Implied Volatility Functions: Empirical Tests1,248 cited
• 1991The Crash of ʼ87: Was It Expected? The Evidence from Options Markets874 cited
• 2002An Empirical Investigation of Continuous‐Time Equity Return Models868 cited
• 1988On Jump Processes in the Foreign Exchange and Stock Markets625 cited
• 1985On Jumps in Common Stock Prices and Their Impact on Call Option Pricing409 cited
• 1990General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns393 cited
• 1999Of Smiles and Smirks: A Term Structure Perspective371 cited
• 1983A Simplified Jump Process for Common Stock Returns279 cited
• 2000Pricing and hedging long-term options243 cited
• 1993Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns