References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 2005Theory of rational option pricing7,161 cited
• 2003Financial Modelling with Jump Processes3,217 cited
• 2002A Jump-Diffusion Model for Option Pricing1,895 cited
• 1998The Variance Gamma Process and Option Pricing1,786 cited
• 2002The Fine Structure of Asset Returns: An Empirical Investigation1,725 cited
• 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
• 1997Processes of normal inverse Gaussian type1,224 cited
• 2004Option Pricing Under a Double Exponential Jump Diffusion Model654 cited
• 2005A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models438 cited
• 2003First passage times of a jump diffusion process435 cited
• 1991Option Pricing With V. G. Martingale Components1411 cited
• 1998Randomization and the American Put404 cited
• 1997A Continuity Correction for Discrete Barrier Options351 cited
• 2003Russian and American put options under exponential phase-type Lévy models