Laravel 5.7 - How to retrieve data from an API with a axios.get?

I'm trying to get data from an API in a Laravel Vue component. I get this error in the console:

TypeError: Cannot set property 'continents' of undefined

What am I missing?

This is my code:

<script>
    export default {
        mounted() {
            console.log('Component mounted.');
        },
        created(){
            this.loadData();
        },
        data() {  
            return {
                continents: [],
            }
       },
       methods: {
            loadData: function() {
                axios.get('/api/continents')
                  .then(function (response) {
                    // handle success
                    console.log(response.data);
                    this.continents = response.data;
                  })
                  .catch(function (error) {
                    // handle error
                    console.log(error);
                  })
                  .then(function () {
                    // always executed
                  });
            },       
        },  
    }
</script>

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