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Option pricing
16 references·16 citing·16 second hopsampled
Option pricing (1976)Option pricingThe cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Theory of rational option pricing (2005)Theory of rational option pri…Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of the firm: Manageria…The valuation of options for alternative stochastic processes (1976)The valuation of options for …The pricing of commodity contracts (1976)The pricing of commodity cont…The option pricing model and the risk factor of stock (1976)The option pricing model and …Option pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…Fact and Fantasy in the Use of Options (1975)Fact and Fantasy in the Use o…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The Random Character of Stock Market Prices (1968)The Random Character of Stock…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Striking oil: Another puzzle? (2008)Striking oil: Another puzzle?An Equation and its Worlds (2003)An Equation and its WorldsFirm-specific information and the correlation between individual stocks and bonds (1996)Firm-specific information and…The Environment and Internal Organization of Multinational Enterprises (1992)The Environment and Internal …A Quick Algorithm for Pricing European Average Options (1991)A Quick Algorithm for Pricing…On the pricing of American options (1988)On the pricing of American op…The Pricing of Options with Default Risk (1987)The Pricing of Options with D…Options on the Maximum or the Minimum of Several Assets (1987)Options on the Maximum or the…The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates (1984)The Valuation of FDIC Deposit…Valuation of American call options on dividend-paying stocks (1982)Valuation of American call op…Path Dependent Options: "Buy at the Low, Sell at the High" (1979)Path Dependent Options: "Buy …Anticipated information releases reflected in call option prices (1979)Anticipated information relea…The information content of option prices and a test of market efficiency (1978)The information content of op…On the Cost of Deposit Insurance When There Are Surveillance Costs (1978)On the Cost of Deposit Insura…An analytic valuation formula for unprotected American call options on stocks with known dividends (1977)An analytic valuation formula…A TRANSACTIONS COST APPROACH TO THE THEORY OF FINANCIAL INTERMEDIATION (1976)A TRANSACTIONS COST APPROACH …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Law and Finance (1998)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Users of the world, unite! The challenges and opportunities of Social Media (2009)The Nature of the Firm (1937)Separation of Ownership and Control (1983)Corporate financing and investment decisions when firms have information that investors do not have (1984)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)An equilibrium characterization of the term structure (1977)Option pricing: A simplified approach (1979)The Value of Waiting to Invest (1982)The Pricing of Options on Assets with Stochastic Volatilities (1987)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1976Theory of the firm: Managerial behavior, agency costs and ownership structure71,441 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1976The valuation of options for alternative stochastic processes2,935 cited
  • 1976The pricing of commodity contracts2,859 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1976The option pricing model and the risk factor of stock1,239 cited
  • 1975Fact and Fantasy in the Use of Options1,021 cited

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  • 1968The Random Character of Stock Market Prices926 cited
  • Cited by

    • 2008Striking oil: Another puzzle?616 cited
    • 1978The information content of option prices and a test of market efficiency485 cited
    • 1991A Quick Algorithm for Pricing European Average Options424 cited
    • 1996Firm-specific information and the correlation between individual stocks and bonds411 cited
    • 1987Options on the Maximum or the Minimum of Several Assets405 cited
    • 1978On the Cost of Deposit Insurance When There Are Surveillance Costs395 cited
    • 1988On the pricing of American options382 cited
    • 1977An analytic valuation formula for unprotected American call options on stocks with known dividends378 cited
    • 1976A TRANSACTIONS COST APPROACH TO THE THEORY OF FINANCIAL INTERMEDIATION375 cited
    • 1984The Valuation of FDIC Deposit Insurance Using Option-Pricing Estimates360 cited
    • 1979Path Dependent Options: "Buy at the Low, Sell at the High"350 cited
    • 1987The Pricing of Options with Default Risk344 cited
    • 1979Anticipated information releases reflected in call option prices325 cited
    • 1982Valuation of American call options on dividend-paying stocks319 cited
    • 2003An Equation and its Worlds315 cited
    • 1992The Environment and Internal Organization of Multinational Enterprises307 cited