Prices of State-Contingent Claims Implicit in Option Prices

The Pricing of Options and Corporate Liabilities

1973 • 29,036 citations

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

Theory of rational option pricing

2005 • 7,870 citations

An Intertemporal Capital Asset Pricing Model

1973 • 6,653 citations

Option pricing when underlying stock returns are discontinuous

1976 • 5,962 citations

Theory of Value

1959 • 2,689 citations

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

1973 • 1,203 citations

Options and Efficiency

1976 • 851 citations

STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES

1976 • 643 citations

The Pricing of Contingent Claims in Discrete Time Models

1979 • 571 citations

An aggregation theorem for securities markets

1974 • 507 citations

A contingent-claims valuation of convertible securities

1977 • 499 citations

Multiperiod Consumption-Investment Decisions

1970 • 449 citations

Investment, Interest and Capital.

1971 • 395 citations

Capital Markets: Theory and Evidence

2003 • 292 citations

Theory of Financial Markets.

1973 • 174 citations

Optimal Production and Allocation Under Uncertainty

1973 • 95 citations

THE PRICING OF OPTIONS WITH STOCHASTIC DIVIDEND YIELD

1978 • 74 citations

The pricing of supershares

1978 • 40 citations

The sufficiency of existing financial instruments for Pareto-optimal risk allocation

1973 • 9 citations