A contingent claim analysis of a regulated depository institution

A Theory of the Term Structure of Interest Rates

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations

Business, Economics, Finance +17

The valuation of options for alternative stochastic processes

John C. Cox, Stephen A. Ross · Journal of Financial Economics · 1976 · 3K citations

Business, Economics, Finance +12

An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory

Robert C. Merton · Journal of Banking & Finance · 1977 · 1.9K citations

Business, Economics, Finance +15

Regulation of Bank Capital and Portfolio Risk

Michael F. Koehn, Anthony M. Santomero · The Journal of Finance · 1980 · 895 citations

Business, Finance, Risk Management +14

Banking in the theory of finance

Eugene F. Fama · Journal of Monetary Economics · 1980 · 796 citations

Business, Economics, Finance +8