The DOI matches its Crossref record; 13 of the 13 references it cites were found in a registry or an index.
The impact of default risk on the prices of options and other derivative securities
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Citations
Cites
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
Option pricing: A simplified approach
Cox, J. C., Ross, S. A., & Rubinstein, M. (1979) · Journal of Financial Economics · doi:10.1016/0304-405x(79)90015-1 · Cited by 6,083
The valuation of options for alternative stochastic processes
Cox, J. C., & Ross, S. A. (1976) · Journal of Financial Economics · doi:10.1016/0304-405x(76)90023-4 · Cited by 2,934
Martingales and stochastic integrals in the theory of continuous trading
Harrison, J. M., & Pliska, S. R. (1981) · Stochastic Processes and their Applications · doi:10.1016/0304-4149(81)90026-0 · Cited by 2,835
Options, Futures, and Other Derivative Securities.
Gay, G. D., & Hull, J. C. (1990) · The Journal of Finance · doi:10.2307/2328826 · Cited by 1,227
Self-citationForeign currency option values
Garman, M. B., & Kohlhagen, S. W. (1983) · Journal of International Money and Finance · doi:10.1016/s0261-5606(83)80001-1 · Cited by 1,076
Measuring Corporate Bond Mortality and Performance
ALTMAN, E. I. (1989) · The Journal of Finance · doi:10.1111/j.1540-6261.1989.tb02630.x · Cited by 426
The Pricing of Options with Default Risk
JOHNSON, H., & STULZ, R. (1987) · The Journal of Finance · doi:10.1111/j.1540-6261.1987.tb02567.x · Cited by 343
Valuing Derivative Securities Using the Explicit Finite Difference Method
Hull, J., & White, A. (1990) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2330889 · Cited by 335
Self-citationThe Use of the Control Variate Technique in Option Pricing
Hull, J., & White, A. (1988) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2331065 · Cited by 204
Self-citation
Cited by
Pricing Black-Scholes options with correlated credit risk
Klein, P. (1996) · Journal of Banking & Finance · doi:10.1016/0378-4266(95)00052-6 · Cited by 269
Metadata
- Authors
- Hull, J., & White, A.
- Venue
- Journal of Banking & Finance
- Publisher
- Elsevier BV
- Published
- 1995-05
- Volume
- 19
- Issue
- 2
- Pages
- 299-322
- ISSN
- 0378-4266 (ISSN-L)
- OpenAlex
- W1981136728
- Cited by
- 324
- References
- 13
- FWCI
- 11.39
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
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- CoChat. (2026). Citation check: The impact of default risk on the prices of options and other derivative securities. https://app.cochat.ai/papers/10.1016/0378-4266(94)00050-d
- The paper
- Hull, J., & White, A. (1995). The impact of default risk on the prices of options and other derivative securities. Journal of Banking & Finance. https://doi.org/10.1016/0378-4266(94)00050-d
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
