Review of Quantitative Finance and Accounting · 2002 · 22 citations · 18 references
BusinessFinanceFinancial ManagementAsset PricingFinancial EconomicsInvestment ManagementIntegral Equation FormulationsIntegral EquationsInvestmentNumerical Methods In FinanceOption PricingReal Options AnalysisCompound OptionsMultivariate Normal DistributionReal Options TheoryReal Options Valuation
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
An Intertemporal Capital Asset Pricing Model
Robert C. Merton · Econometrica · 1973 · 6.8K citations
Algorithms for Minimization Without Derivatives
Richard P. Brent · Mathematics of Computation · 1974 · 2.9K citations
Real options: managing strategic investment in an uncertain world
Choice Reviews Online · 1999 · 1.1K citations
The valuation of compound options
Robert Geske · Journal of Financial Economics · 1979 · 1.1K citations