A closed-form pricing formula for European options under the Heston model with stochastic interest rate

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

Business, Economics, Finance +13

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

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Business, Economics, Finance +13

The Pricing of Options on Assets with Stochastic Volatilities

John Hull, Alan White · The Journal of Finance · 1987 · 3.9K citations · Full text

Business, Economics, Finance +12

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Gurdip Bakshi, Charles Cao, Zhiwu Chen · The Journal of Finance · 1997 · 2.7K citations · Full text

Business, Finance, Financial Economics +16

Implied Binomial Trees

Mark Rubinstein · The Journal of Finance · 1994 · 1.7K citations

Business, Economics, Finance +11