ON BINOMIAL OPTION PRICING

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

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

Introduction to The Theory of Statistics.

C. M. Theobald, Harold J. Larson · Journal of the Royal Statistical Society Series A (General) · 1974 · 771 citations

Natural Sciences, Mathematics, Probability Theory +9

Two‐State Option Pricing

Richard J. Rendleman, Brit J. Bartter · The Journal of Finance · 1979 · 438 citations