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How we came up with the option formula
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  • 2007The Political Economy of International Capital Mobility120 cited
  • 2015What’s in the News? Using News Sentiment Momentum for Tactical Asset Allocation81 cited
  • 2001Advanced modelling in finance using Excel and VBA68 cited
  • 2015Anticipating Economic Market Crises Using Measures of Collective Panic64 cited
  • 2002Future Possibilities in Finance Theory and Finance Practice47 cited
  • 2006The Role of Real Options in Capital Budgeting: Theory and Practice147 cited
  • 2001Discourses of Scientific Finance and the Failure of Long-Term Capital Management45 cited
  • 2003Rental software valuation in IT investment decisions38 cited
  • 2013What Moves Stock Prices: Another Look38 cited
  • 1999In Honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes: A Partial Differential Equation That Changed the World36 cited
  • 2008The genesis of the Black-Scholes option pricing formula31 cited
  • 2013The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate29 cited
  • 2011The valuation of equity warrants in a fractional Brownian environment27 cited
  • 2010Virtue, Fortune, and Faith25 cited

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  • 1998Black, Merton and Scholes — Their Central Contributions to Economics20 cited
  • 2018Deriving the Derivative19 cited