Analytic Approximations for Multi-Asset Option Pricing

SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION

Norman L. Johnson · Biometrika · 1949 · 2.2K citations

Engineering, Mathematics, Translation Theory +6

The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

Eduardo S. Schwartz · The Journal of Finance · 1997 · 2.1K citations

Agriculture, Economics, Finance +17

THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER

William Margrabe · The Journal of Finance · 1978 · 1.6K citations

Business, Economics, Finance +9

The Valuation of Corporate Liabilities as Compound Options

Robert Geske · Journal of Financial and Quantitative Analysis · 1977 · 858 citations

Business, Finance, Asset Pricing +8

Option Valuation under Stochastic Volatility

Alan Lewis · RePEc: Research Papers in Economics · 2000 · 569 citations

Business, Finance, Financial Economics +16