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• 1984Option Pricing Bounds in Discrete Time152 cited
• 2004Option-Implied Risk-Neutral Distributions and Risk Aversion134 cited
• 2010Option traders use (very) sophisticated heuristics, never the Black–Scholes–Merton formula108 cited
• 1991Put-Call Parity and Expected Returns80 cited
• 1997THE VALUATION OF PATENTS : A review of patent valuation methods with consideration of option based methods and the potential for further research79 cited
• 2005The illusions of dynamic replication68 cited
• 2004How real option disinvestment flexibility augments project NPV63 cited
• 2008Why We Have Never Used the Black-Scholes-Merton Option Pricing Formula56 cited
• 1966The Value of the Call Option on a Bond54 cited
• 2006Amazing discovery: Vincenz Bronzin’s option pricing models48 cited
• 1970A MODEL OF WARRANT PRICING IN A DYNAMIC MARKET45 cited
• 1991Louis Bachelier: The Father of Modern Option Pricing Theory38 cited
• 2002The Expected Return and Exercise Time of Merton‐style Real Options30 cited
• 1967Evaluating a Call Option and Optimal Timing Strategy in the Stock Market27 cited
• 1969