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The saga of the American put

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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
1973Theory of Rational Option Pricing8,060 cited
2005Theory of rational option pricing7,161 cited
1979Option pricing: A simplified approach6,103 cited
2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
2003Stochastic Differential Equations2,978 cited
1987Efficient Analytic Approximation of American Option Values1,128 cited
1951On stochastic differential equations832 cited
1984The American Put Option Valued Analytically728 cited
1990The Analytic Valuation of American Options580 cited
1996American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods547 cited
2015Rational Theory of Warrant Pricing534 cited
1991Optimal Stopping and the American Put513 cited
1977THE VALUATION OF AMERICAN PUT OPTIONS504 cited
1992ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS478 cited
1977The Valuation of American Put Options443 cited

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Cited by

2009Pricing American Options under the Constant Elasticity of Variance Model and Subject to Bankruptcy45 cited
2008American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach33 cited
2012A simple iterative method for the valuation of American options30 cited
2013Pricing and static hedging of American-style options under the jump to default extended CEV model28 cited