Standard deviations implied in option prices as predictors of future stock price variability

The Pricing of Options and Corporate Liabilities

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

Business, Economics, Finance +13

Option pricing: A simplified approach

John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations

Business, Economics, Finance +13

Fact and Fantasy in the Use of Options

Fischer Black · Financial Analysts Journal · 1975 · 1.1K citations

Business, Economics, Finance +8

Marginal Stockholder Tax Rates and the Clientele Effect

Edwin J. Elton, Martin J. Gruber · The Review of Economics and Statistics · 1970 · 935 citations

Social Sciences, Business Economics, Economics +11

STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES

Henry A. Latané, Richard J. Rendleman · The Journal of Finance · 1976 · 637 citations

Business, Economics, Finance +16