Journal of Financial Economics · 1987 · 916 citations · 51 references
Volatility ModelingMultivariate Stochastic VolatilityOption PricingAsset PricingEngineeringDerivative PricingBusinessOption ValuesStochastic VolatilityStatisticsFinance
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The Behavior of Stock-Market Prices
Eugene F. Fama · The Journal of Business · 1965 · 8.6K citations
An Intertemporal Capital Asset Pricing Model
Robert C. Merton · Econometrica · 1973 · 6.7K citations