Concepedia

The valuation of options for alternative stochastic processes

John C. Cox, Stephen A. Ross

Journal of Financial Economics · 1976 · 3K citations · 10 references

DOI

Concepts

References

10

An introduction to probability theory and its applications

Journal of the Franklin Institute · 1958 · 30K citations

, , +11

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

, , +13

The Cost of Capital, Corporation Finance and the Theory of Investment

Merton H. Miller · American Economic Review · 1958 · 15K citations

, , +15

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*

Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text

, , +16

The arbitrage theory of capital asset pricing

Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations

, , +14