Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

Steven L. Heston · Review of Financial Studies · 1993 · 9K citations

Currency Options, Option Pricing, Multivariate Stochastic Volatility +15

An Intertemporal General Equilibrium Model of Asset Prices

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 2.1K citations

Dynamic Economic Model, Economics, Black-scholes Model +14

The Variance Gamma Process and Option Pricing

Dilip B. Madan, Peter Carr, Eric C. Chang · European Finance Review · 1998 · 1.9K citations

The Fine Structure of Asset Returns: An Empirical Investigation

Peter Carr, Hélyette Geman, Dilip B. Madan et al. · The Journal of Business · 2002 · 1.8K citations

Empirical Finance, Economics, Volatility Modeling +11

Stochastic Convenience Yield and the Pricing of Oil Contingent Claims

Rajna Gibson, Eduardo S. Schwartz · The Journal of Finance · 1990 · 1K citations

Option Pricing, Economics, Financial Economics +15