Journal of Computational and Applied Mathematics · 2013 · 41 citations · 37 references
EngineeringFinanceFinancial ManagementFinancial EconomicsProbability TheoryStochastic ProcessesDiffusion ProcessesLévy ProcessesOption PricingOption Pricing ModelsReal Options AnalysisFuzzy Measure TheoryLévy - Itô DecompositionLévy - Khintchine FormulaLévy MeasureLévy-driven Stochastic Differential EquationsMartingale RepresentationMartingale TheoryOption Pricing Theory
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L. A. Zadeh · Information and Control · 1965 · 66.1K citations
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
Option pricing when underlying stock returns are discontinuous
Robert C. Merton · Journal of Financial Economics · 1976 · 6.1K citations · Full text
Business, Finance, Asset Pricing +16