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
• 1976Option pricing when underlying stock returns are discontinuous5,965 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
• 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,447 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 2003The Impact of Jumps in Volatility and Returns1,469 cited
• 2002Bayesian Analysis of Stochastic Volatility Models1,363 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities1,179 cited
• 2007Model Specification and Risk Premia: Evidence from Futures Options630 cited
• 1999Transform Analysis and Asset Pricing for Affine Jump-Diffusions598 cited
• 1988The International Crash of October 1987394 cited
• 2004Deviance Information Criterion for Comparing Stochastic Volatility Models