SSRN Electronic Journal · 2004 · 23 citations · 29 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsQuantitative FinanceBond PricingConvertible SecuritiesFactor ModelsMonte Carlo MethodsMonte Carlo SimulationSimulation MethodsBond Pricing ModelsCallable Bond ModelingConvertible Bond ModelingConvertible Bond PricingMartingale ProblemsMonte Carlo PricingMonte Carlo Simulation ModelingPuttable Bond Modeling
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Business, Finance, Asset Pricing +16
A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations
Option pricing: A simplified approach
John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations