Ordered by composite index (descending). Higher values indicate more intensive citation.
| # | Reference | Year | Mentions | Breadth | Sec. Wtd | Share | Composite | Main % |
|---|---|---|---|---|---|---|---|---|
| 1 | Carr, Peter and Wu, Liuren | 2014 | 28 | 10 | 42.0 | 0.509 | 0.988 | 96% |
| 2 | Breeden, Douglas T and Litzenberger, Robert H | 1978 | 2 | 2 | 3.0 | 0.036 | 0.644 | 100% |
| 3 | Wu, Liuren and Zhu, Jingyi | 2016 | 2 | 2 | 3.0 | 0.036 | 0.644 | 100% |
| 4 | Davis, Philip J and Rabinowitz, Philip | 2007 | 2 | 2 | 4.0 | 0.036 | 0.644 | 100% |
| 5 | Green, Richard C and Jarrow, Robert A | 1987 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 6 | Nachman, David C | 1988 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 7 | Figlewski, Stephen | 2018 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 8 | Figlewski, Stephen | 2008 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 9 | Birru, Justin and Figlewski, Stephen | 2012 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 10 | Carr, Peter and Chou, Andrew | 1997 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 11 | Black, Fischer and Scholes, Myron | 1973 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 12 | Bakshi, Gurdip and Cao, Charles and Chen, Zhiwu | 1997 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 13 | Bakshi, Gurdip and Kapadia, Nikunj | 2003 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 14 | Dumas, Bernard and Fleming, Jeff and Whaley, Rober... | 1998 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 15 | Bakshi, Gurdip and Madan, Dilip | 2000 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 16 | Renault, Eric and Touzi, Nizar | 1996 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 17 | Hutchinson, James M and Lo, Andrew W and Poggio, T... | 1994 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 18 | He, Changhong and Kennedy, J Shannon and Coleman, ... | 2006 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 19 | Kennedy, J Shannon and Forsyth, Peter A and Vetzal... | 2009 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 20 | Branger, Nicole and Mahayni, Antje | 2006 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 21 | Branger, Nicole and Mahayni, Antje | 2011 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 22 | Balder, Sven and Mahayni, Antje | 2006 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 23 | Dupire, Bruno and others | 1994 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 24 | Bossu, Se | 2021 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |
| 25 | Lokeshwar, Vikranth and Bharadwaj, Vikram and Jain... (self) | 2022 | 1 | 1 | 1.0 | 0.018 | 0.406 | 100% |