this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1973The Pricing of Options and Corporate Liabilities29,064 cited
- 1997On Persistence in Mutual Fund Performance17,267 cited
- 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
- 1976Option pricing when underlying stock returns are discontinuous5,965 cited
- 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
- 1976The valuation of options for alternative stochastic processes2,935 cited
- 2000Conditional Skewness in Asset Pricing Tests2,837 cited
- 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
- 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
- 1988Theory of Financial Decision Making.1,867 cited
- 1998The Variance Gamma Process and Option Pricing1,786 cited
- 1994Implied Binomial Trees1,749 cited
- 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
- 1990Options, Futures, and Other Derivative Securities.1,227 cited
- 1996Recovering Probability Distributions from Option Prices1,086 cited
- 1998
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work