Option Pricing Publications

Publications in Option Pricing

Explore the most influential research papers and scholarly works that have shaped Option Pricing. Use the concept filter below to focus on a specific sub-area of research.

Option Pricing

6.8K

Publications

533.7K

Citations

Showing yearly statistics from 2000-2026.

Page 1

	Year	Citations
The Pricing of Options and Corporate Liabilities Fischer Black, Myron S. Scholes Journal of Political Economy Option PricingLiability (Financial Accounting)Asset PricingCorporate TaxCorporate Liabilities	1973	29.1K
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* Robert C. Merton The Journal of Finance Term Structure ModelFinancial Risk ManagementInterest Rate RiskInterest RatesCredit Risk	1974	11K
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options Steven L. Heston Review of Financial Studies Currency OptionsOption PricingMultivariate Stochastic VolatilityFinancial EconomicsAsset Pricing	1993	9K
Option pricing: A simplified approach John C. Cox, Stephen A. Ross, Mark Rubinstein Journal of Financial Economics Mathematical ProgrammingOption PricingAsset PricingForeign Exchange OptionDerivative Pricing	1979	6.1K
Option pricing when underlying stock returns are discontinuous Robert C. Merton Journal of Financial Economics Option PricingAsset PricingDerivative PricingBusinessEconomic Analysis	1976	6K
“Options, Futures, and Other Derivatives” AMBER – ABBS Management Business and Entrepreneurship Review Option PricingAsset PricingDerivative InstrumentsBusiness IntelligenceBusiness Administration	2016	5.1K
The Pricing of Options on Assets with Stochastic Volatilities John Hull, Alan White The Journal of Finance Option PricingMultivariate Stochastic VolatilityVolatility ModelingAsset PricingFinancial Economics	1987	3.9K
Valuing American Options by Simulation: A Simple Least-Squares Approach Francis A. Longstaff, Eduardo S. Schwartz Review of Financial Studies Option PricingEconomicsComputational FinanceAsset PricingSimple Least-squares Approach	2001	3.3K
Dynamic Asset Pricing Theory. Jonathan E. Ingersoll, Darrell Duffie The Journal of Finance EconomicsPortfolio OptimizationFinancial EconomicsAsset PricingBlack-scholes Model	1993	3.1K
The valuation of options for alternative stochastic processes John C. Cox, Stephen A. Ross Journal of Financial Economics Option PricingEngineeringAsset PricingAlternative Stochastic ProcessesStochastic Processes	1976	3K
Empirical Performance of Alternative Option Pricing Models Gurdip Bakshi, Charles Cao, Zhiwu Chen The Journal of Finance Option PricingMultivariate Stochastic VolatilityFinancial EconomicsAsset PricingVolatility Modeling	1997	2.7K
Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options David S. Bates Review of Financial Studies Volatility ModelingEngineeringForeign Exchange OptionFinancial MathematicsAsset Pricing	1996	2.3K

Page 1