Business & Information Systems Engineering · 2013 · 46 citations · 39 references
BusinessFinanceInformation TechnologyFinancial EconomicsQuantitative FinanceInvestmentOption PricingOption Pricing ModelsReal Options AnalysisTechnology ValuationValuation ModelingReal Options Theory
39
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
Eduardo S. Schwartz, Avinash Dixit, Robert S. Pindyck · The Journal of Finance · 1994 · 9.9K citations
Option pricing: A simplified approach
John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations
Option pricing when underlying stock returns are discontinuous
Robert C. Merton · Journal of Financial Economics · 1976 · 6.1K citations · Full text
Business, Finance, Asset Pricing +16