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
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 1976The valuation of options for alternative stochastic processes2,935 cited
• 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1999Option valuation using the fast Fourier transform2,155 cited
• 2002A Jump-Diffusion Model for Option Pricing1,895 cited
• 2001Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics1,827 cited
• 1998The Variance Gamma Process and Option Pricing1,786 cited
• 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
• 1997Processes of normal inverse Gaussian type1,224 cited
• 2004Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices