References

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• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1976The valuation of options for alternative stochastic processes2,935 cited
• 1996Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options2,272 cited
• 1999Option valuation using the fast Fourier transform2,155 cited
• 1998The Variance Gamma Process and Option Pricing1,786 cited
• 1991Stock Price Distributions with Stochastic Volatility: An Analytic Approach1,507 cited
• 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
• 1991The Crash of ʼ87: Was It Expected? The Evidence from Options Markets874 cited
• 2003Stochastic Volatility for Lévy Processes871 cited
• 2003Time-changed Lévy processes and option pricing674 cited
• 1991Option Pricing With V. G. Martingale Components1411 cited
• 1993Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in thePHLX Deutschemark Options303 cited
• 1993Invisible Parameters in Option Prices133 cited
• 1997Option pricing in the presence of natural boundaries and a quadratic diffusion term