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
• 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
• 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
• 1996Testing Continuous-Time Models of the Spot Interest Rate923 cited
• 2000Derivatives in Financial Markets with Stochastic Volatility916 cited
• 2002Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach902 cited
• 2006Maximum likelihood estimation of stochastic volatility models538 cited
• 2000Introduction and Summary of Results (Excerpt)