References

• 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
• 1973Theory of Rational Option Pricing8,060 cited
• 2007Brownian Motion and Stochastic Calculus7,421 cited
• 2005Theory of rational option pricing7,161 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 2003Monte Carlo Methods in Financial Engineering3,818 cited
• 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS2,383 cited
• 1999Option valuation using the fast Fourier transform2,155 cited
• 1991Brownian motion and stochastic calculus2,089 cited
• 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
• 1990Options, Futures, and Other Derivative Securities.1,227 cited
• 2004Option Pricing Under a Double Exponential Jump Diffusion Model654 cited
• 2003First passage times of a jump diffusion process435 cited
• 1997A Continuity Correction for Discrete Barrier Options351 cited
• 1979Path Dependent Options: "Buy at the Low, Sell at the High"350 cited
• 2001