The Pricing of Futures and Options Contracts on the Value Line Index
Data up to Jan 2025
Total Citations Per Year
Abstract
References (21)
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
The valuation of options for alternative stochastic processes
1976 • 3,064 citations
The pricing of commodity contracts
1976 • 2,931 citations
The relation between forward prices and futures prices
1981 • 770 citations
The American Put Option Valued Analytically
1984 • 666 citations
Rational Theory of Warrant Pricing
2015 • 555 citations
Capital Market Equilibrium with Personal Tax
1983 • 509 citations
Option pricing
1976 • 486 citations
Stochastic Differential Equations and Applications
2010 • 336 citations
An Analytic Approximation for the American Put Price
1983 • 187 citations
The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence
1983 • 183 citations
Taxes and the Pricing of Stock Index Futures
1983 • 180 citations
Forward and Futures Prices: Evidence from the Foreign Exchange Markets
1981 • 176 citations
A comparison of futures and forward prices
1983 • 169 citations
Margins and market integrity: Margin setting for stock index futures and options
1984 • 139 citations
A Complete Model of Warrant Pricing that Maximizes Utility
1969 • 132 citations
On Valuing American Call Options with the Black‐Scholes European Formula
1984 • 110 citations
Explaining the Early Discounts on Stock Index Futures: The Case for Disequilibrium
1984 • 70 citations
Portfolio Management with Stock Index Futures
1982 • 51 citations