References

• 1973The Pricing of Options and Corporate Liabilities29,064 cited
• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 2005Theory of rational option pricing7,161 cited
• 1976The valuation of options for alternative stochastic processes2,935 cited
• 1987Efficient Analytic Approximation of American Option Values1,128 cited
• 1984The American Put Option Valued Analytically728 cited
• 1979An Empirical Examination of the Black-Scholes Call Option Pricing Model446 cited
• 1969THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES377 cited
• 1987Option Pricing when the Variance is Changing377 cited
• 1982Valuation of American call options on dividend-paying stocks319 cited
• 1985Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques218 cited
• 1988The Use of the Control Variate Technique in Option Pricing204 cited
• 1983An Analytic Approximation for the American Put Price180 cited
• 1979Put-Call Parity and Market Efficiency147 cited
• 1984On Valuing American Call Options with the Black-Scholes European Formula112 cited
• 1973