References

• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 2007Brownian Motion and Stochastic Calculus7,421 cited
• 1999Continuous Martingales and Brownian Motion6,200 cited
• 2005Stochastic Integration and Differential Equations4,594 cited
• 2003Modeling and Forecasting Realized Volatility3,887 cited
• 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 2002Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models2,224 cited
• 1991Brownian motion and stochastic calculus2,089 cited
• 2004Power and Bipower Variation with Stochastic Volatility and Jumps2,033 cited
• 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
• 2003The Impact of Jumps in Volatility and Returns1,469 cited
• 2000Post-'87 crash fears in the S&P 500 futures option market1,417 cited
• 2003A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data1,373 cited
• 2002Bayesian Analysis of Stochastic Volatility Models