References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
• 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
• 2000Transform Analysis and Asset Pricing for Affine Jump-diffusions2,789 cited
• 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
• 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 2001Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics1,801 cited
• 2002The jump-risk premia implicit in options: evidence from an integrated time-series study1,657 cited
• 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
• 2003The Impact of Jumps in Volatility and Returns1,469 cited