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
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 2002A Jump-Diffusion Model for Option Pricing1,895 cited
• 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
• 1997Processes of normal inverse Gaussian type1,224 cited
• 19965 Stochastic volatility1,189 cited
• 1998The relation between implied and realized volatility1,114 cited
• 2000Derivatives in Financial Markets with Stochastic Volatility916 cited
• 1993The Informational Content of Implied Volatility761 cited
• 2004Option Pricing Under a Double Exponential Jump Diffusion Model654 cited
• 2000Introduction and Summary of Results (Excerpt)516 cited
• 2000The Term Structure of Implied Volatility516 cited
• 2002