this work references cited by second hopReferences
- 1973The Pricing of Options and Corporate Liabilities29,064 cited
- 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
- 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
- 1999Coherent Measures of Risk8,849 cited
- 1973Theory of Rational Option Pricing8,060 cited
- 2005Theory of rational option pricing7,161 cited
- 1948The Utility Analysis of Choices Involving Risk3,097 cited
- 2009Why Do U.S. Firms Hold So Much More Cash than They Used To?2,896 cited
- 2009Bank lending during the financial crisis of 20082,777 cited
- 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
- 2010The real effects of financial constraints: Evidence from a financial crisis2,298 cited
- 1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory1,923 cited
- 1998The Variance Gamma Process and Option Pricing1,786 cited
- 2002The Fine Structure of Asset Returns: An Empirical Investigation1,725 cited
- 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work