General Properties of Option Prices
Data up to Jan 2025
Total Citations Per Year
Abstract
References (17)
The Pricing of Options and Corporate Liabilities
1973 • 29,036 citations
Investment under Uncertainty
1994 • 8,201 citations
Theory of rational option pricing
2005 • 7,870 citations
Theory of Rational Option Pricing
1973 • 7,693 citations
Option pricing when underlying stock returns are discontinuous
1976 • 5,962 citations
Increasing risk: I. A definition
1970 • 3,861 citations
A second course in stochastic processes
1981 • 2,967 citations
Dynamic Capital Structure Choice: Theory and Tests
1989 • 1,509 citations
The valuation of compound options
1979 • 1,130 citations
Pricing and hedging derivative securities in markets with uncertain volatilities
1995 • 717 citations
Displaced Diffusion Option Pricing
1983 • 247 citations
A SURVEY OF SOME NEW RESULTS IN FINANCIAL OPTION PRICING THEORY
1976 • 165 citations
Option Prices and the Underlying Asset's Return Distribution
1991 • 120 citations
Call options and the risk of underlying securities
1984 • 90 citations
Comments on the valuation of derivative assets
1982 • 24 citations
Retarded functional differential equations: A global point of view
1978 • 7 citations
Instability with Two Zero Frequencies
1993 • 4 citations