References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1979Option pricing: A simplified approach6,103 cited
• 1976Option pricing when underlying stock returns are discontinuous5,965 cited
• 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
• 1975Fact and Fantasy in the Use of Options1,021 cited
• 1984The American Put Option Valued Analytically728 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
• 1977THE VALUATION OF AMERICAN PUT OPTIONS504 cited
• 1979An Empirical Examination of the Black-Scholes Call Option Pricing Model446 cited
• 1977An analytic valuation formula for unprotected American call options on stocks with known dividends378 cited
• 1985Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques218 cited
• 1977Option Pricing: The American Put209 cited
• 1983An Analytic Approximation for the American Put Price180 cited
• 1984Option Pricing: Theory and Applications.51 cited
• 1986An Analytic Approximation for the American Put Price for Options on Stocks with Dividends