No-Arbitrage Interpolation of the Option Price Function and Its Reformulation

The Pricing of Options and Corporate Liabilities

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

Business, Economics, Finance +13

The Pricing of Options on Assets with Stochastic Volatilities

John Hull, Alan White · The Journal of Finance · 1987 · 3.9K citations · Full text

Business, Economics, Finance +12

Dynamic Asset Pricing Theory.

Jonathan E. Ingersoll, Darrell Duffie · The Journal of Finance · 1993 · 3.1K citations

Business, Economics, Finance +17

Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options

David S. Bates · Review of Financial Studies · 1996 · 2.4K citations

Business, Economics, Finance +17

Implied Binomial Trees

Mark Rubinstein · The Journal of Finance · 1994 · 1.7K citations

Business, Economics, Finance +11