Reading PIBOR futures options smiles: The 1997 snap election

A Mathematical Theory of Communication

Claude E. Shannon · Bell System Technical Journal · 1948 · 80.7K citations

Engineering, Communication, Electrical Engineering +11

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

Business, Economics, Finance +13

Information Theory and Statistical Mechanics

E. T. Jaynes · Physical Review · 1957 · 12.9K citations

Natural Sciences, Physics, Information Theory +9

A Theory of the Term Structure of Interest Rates

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations

Business, Economics, Finance +17

An equilibrium characterization of the term structure

Oldrich A Vasicek · Journal of Financial Economics · 1977 · 6.3K citations

Social Sciences, Economics, Microeconomics +7