The Journal of Finance · 1979 · 570 citations · 16 references
BusinessEconomicsMathematicsPricing TheoryProbability TheoryStochastic ProcessesContingent ValuationDiscrete-time Stochastic ProcessesIntertemporal PricingOption PricingOption Pricing ModelsPricing Under UncertaintyContingent Claim ValuationContingent Claims AnalysisContingent Claims ValuationDiscrete-time Economic ModelsDiscrete-time Models
16
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K 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
The valuation of compound options
Robert Geske · Journal of Financial Economics · 1979 · 1.1K citations