Journal of Financial Economics · 1981 · 228 citations · 18 references
Social SciencesBusiness EconomicsEconomicsFinancial EconomicsMicroeconomicsPricing TheoryDynamic Economic ModelsEconomic DynamicsFutures MarketsGeneral EquilibriumGeneral Equilibrium TheoryIntertemporal PricingContinuous-time Economic ModelsContinuous-time ModelsEquilibrium PricesForward Rate PricingFutures Price RelationshipsFutures Pricing TheoryFutures Spot Price TransmissionIntertemporal Price Dynamics
18
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations
An Intertemporal Capital Asset Pricing Model
Robert C. Merton · Econometrica · 1973 · 6.8K citations
Optimum consumption and portfolio rules in a continuous-time model
Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations
Social Sciences, Economics, Finance +16
Asset Prices in an Exchange Economy
Robert E. Lucas · Econometrica · 1978 · 5.2K citations