References

• 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
• 1977An equilibrium characterization of the term structure6,104 cited
• 1979Martingales and arbitrage in multiperiod securities markets3,595 cited
• 1993Dynamic Asset Pricing Theory.2,891 cited
• 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
• 1981Point Processes and Queues1,652 cited
• 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
• 1994A general version of the fundamental theorem of asset pricing1,447 cited
• 2000Post-'87 crash fears in the S&P 500 futures option market1,417 cited
• 2004Insurance: Mathematics and Economics1,308 cited
• 1998On cox processes and credit risky securities1,213 cited
• 1983Point Processes and Queues: Martingale Dynamics.1,065 cited
• 2003