References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 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
• 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
• 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
• 1994Autoregressive conditional heteroskedasticity and changes in regime1,835 cited
• 1994Implied Binomial Trees1,749 cited
• 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
• 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
• 1986Term Structure Movements and Pricing Interest Rate Contingent Claims1,398 cited
• 1998Implied Volatility Functions: Empirical Tests1,248 cited
• 1996Recovering Probability Distributions from Option Prices1,086 cited
• 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
• 1987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application978 cited
• 1988