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
• 1978Asset Prices in an Exchange Economy5,057 cited
• 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
• 2000Conditional Skewness in Asset Pricing Tests2,837 cited
• 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
• 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
• 2002A Jump-Diffusion Model for Option Pricing1,895 cited
• 2013Handbook of the Economics of Finance1,813 cited
• 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1,808 cited
• 1994Implied Binomial Trees1,749 cited
• 2002The jump-risk premia implicit in options: evidence from an integrated time-series study