The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Theory of rational option pricing

2005 • 7,870 citations

STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES

1976 • 643 citations

THE VALUATION OF AMERICAN PUT OPTIONS

1977 • 539 citations

Option pricing

1976 • 486 citations

THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES

1969 • 340 citations

The valuation of warrants: Implementing a new approach

1977 • 257 citations

Option Pricing: The American Put

1977 • 217 citations

Transactions costs and the relationship between put and call prices

1974 • 104 citations

THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES: COMMENT

1973 • 100 citations