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Option pricing: A review Clifford W. Smith, Jr.
University of Rochester, Rochester, N.Y. 14627, U.S.A.
Available online 22 April 2002.

Abstract
Recent advances in the general equilibrium pricing of simple put and call options lay the foundation for the development of a general theory of the valuation of contingent claims assets. This paper provides a review of: (1) the development of the general equilibrium option pricing model by Black and Scholes, and the subsequent modifications of this model by Merton and others; (2) the empirical verification of these models; and (3) applications of these models to value other contingent claim assets such as the debt and equity of a levered firm and dual purpose mutual funds.

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