References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1979Option pricing: A simplified approach6,103 cited
• 2016“Options, Futures, and Other Derivatives”5,007 cited
• 2003Options, Futures and Other Derivatives3,864 cited
• 1996Real Options: Managerial Flexibility and Strategy in Resource Allocation2,220 cited
• 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
• 1996Real options: Managerial flexibility and strategy in resource allocation1,241 cited
• 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
• 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
• 1996An Analysis of the Real Interest Rate Under Regime Shifts779 cited
• 2007Vertical Relationships between Manufacturers and Retailers: Inference with Limited Data561 cited
• 1988A Lattice Framework for Option Pricing with Two State Variables473 cited
• 1989Numerical Evaluation of Multivariate Contingent Claims335 cited
• 1990Valuing Derivative Securities Using the Explicit Finite Difference Method335 cited
• 1991Multinomial Approximating Models for Options with k State Variables