References

• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 1976The valuation of options for alternative stochastic processes2,935 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1990Hedging of contingent claims under incomplete information736 cited
• 1988On Jump Processes in the Foreign Exchange and Stock Markets625 cited
• 2000The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets584 cited
• 1985Hedging of non-redundant contingent claims459 cited
• 1985On Jumps in Common Stock Prices and Their Impact on Call Option Pricing409 cited
• 1990General Equilibrium Pricing of Options on the Market Portfolio with Discontinuous Returns393 cited
• 1997Bond Market Structure in the Presence of Marked Point Processes385 cited
• 1998Mathematics of Derivative Securities337 cited
• 1997Towards a general theory of bond markets334 cited
• 1993Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns241 cited
• 1993Option Valuation and Hedging Strategies with Jumps in the Volatility of Asset Returns208 cited
• 1988Jump-Diffusion Processes and the Term Structure of Interest Rates