Journal of Financial Economics · 1977 · 262 citations · 5 references
BusinessEconomicsMathematicsAsset PricingPricing TheoryStochastic ProcessesIntertemporal PricingOption PricingOption Pricing ModelsPricing Under UncertaintyReal Options AnalysisRisk AversionContingent Claim ValuationContingent Claims AnalysisContingent Claims ValuationModigliani-miller Irrelevance PropositionModigliani-miller Theorem
5
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
An Intertemporal Capital Asset Pricing Model
Robert C. Merton · Econometrica · 1973 · 6.8K citations
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
Clifford W. Smith · Journal of Financial Economics · 1976 · 476 citations