VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*

1974 • 10,570 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

The valuation of options for alternative stochastic processes

1976 • 3,064 citations

On the Pricing of Corporate Debt: The Risk Structure of Interest Rates

1974 • 2,884 citations

Options and Efficiency

1976 • 851 citations

CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION

1977 • 470 citations