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The pricing of options and corporate liabilities. Black. F. and Scholes. M. Journal of Politics . 1973
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Pricing warrants: An empirical study of the Black-Scholes model and its alternatives. Lauterbach B. and Schultz P. The Journal of Finance . 1990
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Pricing options with extendible maturities: Analysis and applications. Longstaff E. The Journal of Finance . 1990