References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
• 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
• 1976The valuation of options for alternative stochastic processes2,935 cited
• 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
• 1994Implied Binomial Trees1,749 cited
• 2001Interest Rate Models Theory and Practice1,148 cited
• 1996Recovering Probability Distributions from Option Prices1,086 cited
• 2000Option Prices, Implied Price Processes, and Stochastic Volatility937 cited
• 1995Pricing and hedging derivative securities in markets with uncertain volatilities681 cited
• 1997Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis380 cited
• 1998Mathematics of Derivative Securities337 cited
• 1989Computing the Constant Elasticity of Variance Option Pricing Formula316 cited
• 1980The Constant Elasticity of Variance Model and Its Implications For Option Pricing280 cited
• 2000Volatility skews and extensions of the Libor market model