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
• 1965The Behavior of Stock-Market Prices8,707 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 1992ARCH modeling in finance4,288 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1994Implied Binomial Trees1,749 cited
• 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities1,179 cited
• 1996Recovering Probability Distributions from Option Prices1,086 cited
• 1975Fact and Fantasy in the Use of Options1,021 cited
• 1990ARCH models as diffusion approximations943 cited
• 1987Option values under stochastic volatility: Theory and empirical estimates904 cited
• 1974A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices903 cited
• 1990Pricing foreign currency options with stochastic volatility749 cited