References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 2005Theory of rational option pricing7,161 cited
• 1976The arbitrage theory of capital asset pricing7,081 cited
• 1979Option pricing: A simplified approach6,103 cited
• 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
• 2003Options, Futures and Other Derivatives3,864 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
• 1993A long memory property of stock market returns and a new model3,257 cited
• 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
• 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
• 1997Empirical Performance of Alternative Option Pricing Models