References

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• 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
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1999Option valuation using the fast Fourier transform2,155 cited
• 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
• 1981Point Processes and Queues1,652 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
• 1998Implied Volatility Functions: Empirical Tests1,248 cited
• 1983Point Processes and Queues: Martingale Dynamics.1,065 cited
• 1996Testing Continuous-Time Models of the Spot Interest Rate923 cited
• 2002Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach902 cited
• 2003Alternative models for stock price dynamics