this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 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 Pricing8,060 cited
- 2005Theory of rational option pricing7,161 cited
- 1976Option pricing when underlying stock returns are discontinuous5,965 cited
- 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
- 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
- 1976The valuation of options for alternative stochastic processes2,935 cited
- 1976The pricing of commodity contracts2,859 cited
- 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
- 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
- 1994Implied Binomial Trees1,749 cited
- 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
- 1998Implied Volatility Functions: Empirical Tests1,248 cited
- 1987The Pricing of Options on Assets with Stochastic Volatilities1,179 cited
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