Derivative Assets Analysis

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Theory of rational option pricing

2005 • 7,870 citations

Theory of Rational Option Pricing

1973 • 7,693 citations

Option pricing: A simplified approach

1979 • 6,128 citations

The valuation of options for alternative stochastic processes

1976 • 3,064 citations

The Role of Securities in the Optimal Allocation of Risk-bearing

1973 • 1,203 citations

The Role of Securities in the Optimal Allocation of Risk-bearing

1964 • 1,125 citations

The relation between forward prices and futures prices

1981 • 770 citations

A Sequential Signalling Model of Convertible Debt Call Policy

1985 • 180 citations

Valuation of asset leasing contracts

1983 • 179 citations

Forward and Futures Prices: Evidence from the Foreign Exchange Markets

1981 • 176 citations

Valuation of Foreign Currency Options: Some Empirical Tests

1986 • 88 citations

Warrant valuation and exercise strategy

1983 • 82 citations

An empirical investigation of calls of non-convertible bonds

1986 • 80 citations

A Sequential Signalling Model of Convertible Debt Call Policy

1985 • 68 citations

Calculating abandonment value using option pricing theory

1983 • 66 citations

Trading Activity and Price Behavior in the Stock and Stock Index Futures Markets in October 1987

1988 • 48 citations

The Purchasing Power Fund: A New Kind of Financial Intermediary

1976 • 35 citations

A note on the premium market of the paris stock exchange

1982 • 10 citations