References

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• 1999Option valuation using the fast Fourier transform2,155 cited
• 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
• 1975Fact and Fantasy in the Use of Options1,021 cited
• 2003Stochastic Volatility for Lévy Processes871 cited
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• 2003Lévy Processes in Finance793 cited
• 2000Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory694 cited
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• 1986Cross-Security Tests of the Mixture of Distributions Hypothesis276 cited
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• 2004Implied correlation index: A new measure of diversification104 cited
• 2010On correlating Lévy processes50 cited
• 2007