References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 2007Brownian Motion and Stochastic Calculus7,421 cited
• 1999Continuous Martingales and Brownian Motion6,200 cited
• 1987Stochastic Differential Equations: An Introduction with Applications.3,963 cited
• 2003Modeling and Forecasting Realized Volatility3,887 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
• 1991Brownian motion and stochastic calculus2,089 cited
• 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate