References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1978Specification Tests in Econometrics18,788 cited
• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 2012The Econometrics of Financial Markets5,875 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1994Implied Binomial Trees1,749 cited
• 1998Implied Volatility Functions: Empirical Tests1,248 cited
• 1995THE GARCH OPTION PRICING MODEL1,131 cited
• 1998Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices1,060 cited
• 1990Pricing foreign currency options with stochastic volatility749 cited
• 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks718 cited
• 2000A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation554 cited
• 1969Prediction with a Generalized Cost of Error Function