References

• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
• 1998Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices1,060 cited
• 1987Option values under stochastic volatility: Theory and empirical estimates904 cited
• 1990Pricing foreign currency options with stochastic volatility749 cited
• 1993Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities529 cited
• 1997Estimating continuous-time stochastic volatility models of the short-term interest rate500 cited
• 1979Path Dependent Options: "Buy at the Low, Sell at the High"350 cited
• 1994Stochastic Volatility Option Pricing306 cited
• 1998Penalty methods for American options with stochastic volatility290 cited
• 1991Path Dependent Options: The Case of Lookback Options281 cited
• 1993Efficient Procedures for Valuing European and American Path-Dependent Options277 cited