References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 2005Theory of rational option pricing7,161 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
• 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
• 2000Post-'87 crash fears in the S&P 500 futures option market1,417 cited
• 1998Implied Volatility Functions: Empirical Tests1,248 cited
• 2004Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices1,116 cited
• 1998Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices1,060 cited
• 2004Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?991 cited
• 1991The Crash of ʼ87: Was It Expected? The Evidence from Options Markets874 cited
• 2002An Empirical Investigation of Continuous‐Time Equity Return Models868 cited
• 2000Recovering Risk Aversion from Option Prices and Realized Returns837 cited
• 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks