Two‐State Option Pricing

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

Theory of Rational Option Pricing

1973 • 7,693 citations

Option pricing: A simplified approach

1979 • 6,128 citations

The Valuation of American Put Options

1977 • 437 citations

Option Pricing: The American Put

1977 • 217 citations

The Pricing of Options on Debt Securities

1980 • 177 citations

Fee-Based Pricing of Fixed Rate Bank Loan Commitments

1979 • 27 citations