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
• 1973Theory of Rational Option Pricing8,084 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities4,161 cited
• 1976The pricing of commodity contracts2,859 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1993The Informational Content of Implied Volatility761 cited
• 1994A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks761 cited
• 1998The quality of market volatility forecasts implied by S&P 100 index option prices476 cited
• 2003Empirical option pricing: a retrospection343 cited
• 2000Option price forecasting using neural networks218 cited
• 2019Neural Networks for Option Pricing and Hedging: A Literature Review147 cited
• 1993A neural network model for estimating option prices136 cited
• 2019Pricing Options and Computing Implied Volatilities using Neural Networks