SSRN Electronic Journal · 2015 · 23 citations · 23 references
BusinessBusiness EconomicsFinanceCorporate FinanceEntrepreneurial FinanceFinancial EconomicsCredit RiskDebt FinancingOption PricingProject FinancingReal Options AnalysisFinancing GapsFirm Financing ConstraintsJump Risk PricingJump-diffusion ModelsJump-diffusion ProcessesJump-to-default RiskReal Options ApproachReal Options Pricing
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Determinants of corporate borrowing
Stewart C. Myers · Journal of Financial Economics · 1977 · 13.4K citations
Option pricing when underlying stock returns are discontinuous
Robert C. Merton · Journal of Financial Economics · 1976 · 6.1K citations · Full text
Business, Finance, Asset Pricing +16
A Jump-Diffusion Model for Option Pricing
Steven Kou · Management Science · 2002 · 1.9K citations
Option Pricing Under a Double Exponential Jump Diffusion Model
Steven Kou, Hui Wang · Management Science · 2004 · 637 citations