How to close a JavaFX application on window close?

In Swing you can simply use setDefaultCloseOperation() to shut down the entire application when the window is closed.

However in JavaFX I can't find an equivalent. I have multiple windows open and I want to close the entire application if a window is closed. What is the way to do that in JavaFX?

Edit:

I understand that I can override setOnCloseRequest() to perform some operation on window close. The question is what operation should be performed to terminate the entire application?

stage.setOnCloseRequest(new EventHandler<WindowEvent>() {
    @Override
    public void handle(WindowEvent event) {
        stop();
    }
});

The stop() method defined in Application class does nothing.