strictly, some models can not be regarded as an extension of BS model, instead, they are totally new models.

1. risk free rate: Black's model (1976)
2. early exercise: Black's approximation, and many other approximation methods for american option (e.g. See Geske's papers)
3. dividend: Merton's' model (1973 continuous dividend). Also model for discrete proportional dividend, but I don't know the author's name for the original paper.
4. transaction costs and taxes: Ingersoll (1976)
5. CEV: John Cox and Stephen Ross (1976)
6. Jumping: Merton's Jumping model (1976)
7. Gamma: Variance-Gamma model (1998, Peter Carr and other two authors)
8. Stochastic Volatility model: Hull-White (1987), Heston (1992) ( you can refer to my post: https://bbs.pinggu.org/thread-2449559-1-1.html)

明白了，非常感谢~