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 Volatilities4,161 cited
• 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
• 2002A Jump-Diffusion Model for Option Pricing1,895 cited
• 1999Stochastic Volatility With an Ornstein–Uhlenbeck Process: An Extension424 cited
• 1997Pricing Stock Options in a Jump‐Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods389 cited
• 1999Pricing contingent claims on stocks driven by Lévy processes282 cited
• 2000Pricing and hedging long-term options243 cited
• 1992Pricing Options On Risky Assets In A Stochastic Interest Rate Economy1186 cited
• 1998Stochastic Volatility with an Ornstein-Uhlenbeck Process: An Extension90 cited
• 1999Pricing Options under Stochastic Interest Rates: A New Approach44 cited
• 2000American option valuation under stochastic interest rates20 cited

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