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• 1986Consumption, production, inflation and interest rates158 cited
• 2002On the foundation of performance measures under asymmetric returns97 cited
• 1998Valuation of interacting real options in a tollroad infrastructure project88 cited
• 1991A Simple Approach to Interest-Rate Option Pricing88 cited
• 2003Option valuation with co-integrated asset prices82 cited
• 2005Pricing American options when the underlying asset follows GARCH processes71 cited
• 2006Information Quality and Options63 cited
• 2013GARCH Option Valuation:Theory and Evidence51 cited
• 2011A comparative study of the probability of default for global financial firms43 cited
• 1985Valuing the Government's Tax Claim on Risky Corporate Assets42 cited
• 2004A GARCH option pricing model with α-stable innovations40 cited
• 1996An Alternative Valuation Model for Contingent Claims36 cited
• 2012Asset pricing with Second-Order Esscher Transforms35 cited
• 1990Risk Aversion and the Intertemporal Behavior of Asset Prices34 cited
• 2003Leverage, volatility and executive stock options