The valuation of compound options
Data up to Jan 2025
Total Citations Per Year
Abstract
References (28)
The Pricing of Options and Corporate Liabilities
1973 • 29,036 citations
Handbook of Mathematical Functions
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1973 • 7,693 citations
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1973 • 6,653 citations
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1976 • 5,962 citations
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1976 • 3,064 citations
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1976 • 2,451 citations
The Valuation of Uncertain Income Streams and the Pricing of Options
1976 • 1,727 citations
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1976 • 1,293 citations
Fact and Fantasy in the Use of Options
1975 • 1,046 citations
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1977 • 884 citations
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1971 • 736 citations
THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY
1972 • 729 citations
Fourier Series and Boundary Value Problems
1964 • 619 citations
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1978 • 602 citations
The Valuation of Option Contracts and a Test of Market Efficiency
1972 • 601 citations
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1976 • 473 citations
An analytic valuation formula for unprotected American call options on stocks with known dividends
1977 • 385 citations
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1978 • 224 citations
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1976 • 89 citations
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1971 • 84 citations
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1978 • 77 citations
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1978 • 74 citations
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1958 • 14 citations
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1978 • 8 citations