References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 2006Analysis of Financial Time Series2,348 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1998Implied Volatility Functions: Empirical Tests1,248 cited
• 1975Fact and Fantasy in the Use of Options1,021 cited
• 2002Analysis of Financial Time Series902 cited
• 1991The Crash of ʼ87: Was It Expected? The Evidence from Options Markets874 cited
• 2002An Empirical Investigation of Continuous‐Time Equity Return Models868 cited
• 1993The Informational Content of Implied Volatility761 cited
• 1972THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY718 cited
• 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks718 cited
• 1985Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978646 cited
• 1976STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES642 cited
• 1972The Valuation of Option Contracts and a Test of Market Efficiency