Dividends and S&P 100 index option valuation

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Option pricing: A simplified approach

1979 • 6,128 citations

Efficient Analytic Approximation of American Option Values

1987 • 1,044 citations

Stock Volatility and the Crash of ’87

1990 • 1,003 citations

An analytic valuation formula for unprotected American call options on stocks with known dividends

1977 • 385 citations

On the valuation of American call options on stocks with known dividends

1981 • 277 citations

Overreactions in the Options Market

1989 • 271 citations

Valuation of American Futures Options: Theory and Empirical Tests

1986 • 184 citations

The behavior of the volatility implicit in the prices of stock index options

1988 • 173 citations

S&P 100 Index Option Volatility

1991 • 147 citations

The Valuation of Options on Futures Contracts

1985 • 139 citations

Index Options: The Early Evidence

1985 • 117 citations