this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1973The Pricing of Options and Corporate Liabilities29,064 cited
- 1976The valuation of options for alternative stochastic processes2,935 cited
- 1976The pricing of commodity contracts2,859 cited
- 1959Theory of Value2,538 cited
- 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
- 1994Implied Binomial Trees1,749 cited
- 1990Options, Futures, and Other Derivative Securities.1,227 cited
- 1973The Role of Securities in the Optimal Allocation of Risk-bearing1,179 cited
- 1964The Role of Securities in the Optimal Allocation of Risk-bearing1,172 cited
- 1983Foreign currency option values1,078 cited
- 1998Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices1,060 cited
- 1975Fact and Fantasy in the Use of Options1,021 cited
- 1991The Crash of ʼ87: Was It Expected? The Evidence from Options Markets874 cited
- 1976Options and Efficiency830 cited
- 1985Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 Through August 31, 1978646 cited
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