References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 2007Brownian Motion and Stochastic Calculus7,421 cited
• 2005Theory of rational option pricing7,161 cited
• 1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER1,740 cited
• 1995Changes of numéraire, changes of probability measure and option pricing808 cited
• 1960On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures722 cited
• 1990The Analytic Valuation of American Options580 cited
• 1991Optimal Stopping and the American Put513 cited
• 1992ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS478 cited
• 1988On the pricing of American options382 cited
• 1979Path Dependent Options: "Buy at the Low, Sell at the High"350 cited
• 1984On the theory of option pricing288 cited
• 1983The pricing of call and put options on foreign exchange276 cited
• 1997Brownian Excursions and Parisian Barrier Options255 cited
• 1997The Valuation of American Options on Multiple Assets185 cited
• 1995The Distribution of the Quantile of a Brownian Motion with Drift and the Pricing of Related Path-Dependent Options