European Journal of Operational Research · 2004 · 23 citations · 9 references
BusinessBusiness EconomicsEconomicsFinancial EconomicsPricing TheoryBranch And BoundDecision TreesOption PricingOption Pricing ModelsOption ValueTree FormBinary StructureBinomial Tree PricingBounds On Derivative PricesOption Pricing AlgorithmsOption Pricing Valuation
9
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
Option pricing: A simplified approach
John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations
Options, Futures, and Other Derivative Securities.
Gerald D. Gay, John Hull · The Journal of Finance · 1990 · 1.2K citations
The concept of comonotonicity in actuarial science and finance: theory
Jan Dhaene, Michel Denuit, Marc Goovaerts et al. · Insurance Mathematics and Economics · 2002 · 631 citations
L. C. G. Rogers, Zhan Shi · Journal of Applied Probability · 1995 · 536 citations
Business, Finance, Mathematics +14