Decision Analysis and Real Options: A Discrete Time Approach to Real Option Valuation

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.1K citations

Option Pricing, Liability (Financial Accounting), Asset Pricing +11

Investment Under Uncertainty.

Eduardo S. Schwartz, Avinash Dixit, Robert S. Pindyck · The Journal of Finance · 1994 · 9.9K citations

Investment Strategy, Economics, High Uncertainty +13

Option pricing: A simplified approach

John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.1K citations

Mathematical Programming, Option Pricing, Asset Pricing +5

“Options, Futures, and Other Derivatives”

AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.1K citations · Full text

Option Pricing, Asset Pricing, Derivative Instruments +15

The valuation of options for alternative stochastic processes

John C. Cox, Stephen A. Ross · Journal of Financial Economics · 1976 · 3K citations

Option Pricing, Engineering, Asset Pricing +7