References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1977An equilibrium characterization of the term structure6,104 cited
• 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
• 1992An Empirical Comparison of Alternative Models of the Short-Term Interest Rate1,679 cited
• 1986Term Structure Movements and Pricing Interest Rate Contingent Claims1,398 cited
• 1978On the term structure of interest rates659 cited
• 1984The information in the term structure659 cited
• 1997The Complete Guide to Option Pricing Formulas529 cited
• 1998The quality of market volatility forecasts implied by S&P 100 index option prices476 cited
• 2004Specification Analysis of Option Pricing Models Based on Time‐Changed Lévy Processes321 cited
• 2004Which GARCH Model for Option Valuation?290 cited
• 2006Commonality in the time-variation of stock–stock and stock–bond return comovements156 cited
• 1995On the Accounting Valuation of Employee Stock Options155 cited
• 2006An empirical comparison of GARCH option pricing models134 cited
• 1997An alternative valuation model for contingent claims129 cited