SSRN Electronic Journal · 2009 · 11 citations · 28 references
BusinessEconomicsFinanceEconometricsFinancial EconomicsFinancial MarketsAsset Pricing EmpiricsAsset Return ModelingCapital MarketsMarket RiskVolatility ModelingIntraday VolatilityJump DynamicsStock Market Anomalies
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K 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
The Pricing of Options on Assets with Stochastic Volatilities
John Hull, Alan White · The Journal of Finance · 1987 · 3.9K citations · Full text
Empirical Performance of Alternative Option Pricing Models
Gurdip Bakshi, Charles Cao, Zhiwu Chen · The Journal of Finance · 1997 · 2.7K citations · Full text