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
• 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
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
• 2002The Fine Structure of Asset Returns: An Empirical Investigation1,725 cited
• 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
• 2000Post-'87 crash fears in the S&P 500 futures option market1,417 cited
• 1998Implied Volatility Functions: Empirical Tests1,248 cited
• 1997Processes of normal inverse Gaussian type1,224 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities1,179 cited
• 1996Recovering Probability Distributions from Option Prices