References

• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1976The pricing of commodity contracts2,859 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1994Implied Binomial Trees1,749 cited
• 1998Implied Volatility Functions: Empirical Tests1,248 cited
• 19965 Stochastic volatility1,189 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities1,179 cited
• 1998The relation between implied and realized volatility1,114 cited
• 1996Recovering Probability Distributions from Option Prices1,086 cited
• 1987Option values under stochastic volatility: Theory and empirical estimates904 cited
• 1993The Informational Content of Implied Volatility761 cited
• 1995Predicting Volatility in the Foreign Exchange Market723 cited
• 1985Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978