Journal of Financial Economics · 1976 · 1.3K citations · 42 references
BusinessFinanceRisk ManagementAsset PricingFinancial EconomicsFinancial Risk ManagementFinancial RiskImplied VolatilityMarket RiskOption PricingOption Pricing ModelsStock OptionsDelta-gamma VarOption Pricing TheoryOption Pricing ValuationOption-implied Stochastic Discount FactorRisk Factor Profiling
42
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K 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