The Valuation of Corporate Liabilities as Compound Options

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

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

The valuation of options for alternative stochastic processes

1976 • 3,064 citations

VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS

1976 • 2,451 citations

The Valuation of Uncertain Income Streams and the Pricing of Options

1976 • 1,727 citations

The Numerical Evaluation of Certain Multivariate Normal Integrals

1962 • 115 citations

Computer Evaluation of the Multivariate Normal Integral

1972 • 77 citations