References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1973Theory of Rational Option Pricing8,084 cited
• 2005Theory of rational option pricing7,183 cited
• 1990Pricing Interest-Rate-Derivative Securities2,168 cited
• 1986Term Structure Movements and Pricing Interest Rate Contingent Claims1,398 cited
• 1989An Exact Bond Option Formula731 cited
• 1984The American Put Option Valued Analytically728 cited
• 1992A Simple and Numerically Efficient Valuation Method for American Puts Using a Modified Geske-Johnson Approach130 cited
• 1989Pricing Stock and Bond Options when the Default-Free Rate is Stochastic122 cited
• 1987A Note on the Convergence of Binomial-Pricing and Compound-Option Models67 cited
• 1995Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics63 cited
• 1997The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique62 cited
• 1993Option and Futures Evaluation With Deterministic Volatilities153 cited
• 1994A Simple Technique for the Valuation and Hedging of American Options47 cited
• 1999MULTIVARIATE BINOMIAL APPROXIMATIONS FOR ASSET PRICES WITH NONSTATIONARY VARIANCE AND COVARIANCE CHARACTERISTICS