References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 2005Theory of rational option pricing7,161 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 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
• 1967A Compound Events Model for Security Prices441 cited
• 1977An analytic valuation formula for unprotected American call options on stocks with known dividends378 cited
• 1981On the valuation of American call options on stocks with known dividends267 cited
• 1977The valuation of warrants: Implementing a new approach254 cited
• 1979A note on an analytical valuation formula for unprotected American call options on stocks with known dividends237 cited
• 1978PRICING OF WARRANTS AND THE VALUE OF THE FIRM180 cited
• 1976THE IMPACT ON OPTION PRICING OF SPECIFICATION ERROR IN THE UNDERLYING STOCK PRICE RETURNS151 cited
• 1990Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives133 cited
• 1976ESTIMATION AND USES OF THE TERM STRUCTURE OF INTEREST RATES131 cited
• 1981Equilibrium Warrant Pricing Models and Accounting for Executive Stock Options111 cited