Approximate Option Pricing

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.1K citations

Option Pricing, Liability (Financial Accounting), Asset Pricing +11

Option pricing: A simplified approach

John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.1K citations

Mathematical Programming, Option Pricing, Asset Pricing +5

Random Number Generation and Quasi-Monte Carlo Methods.

Bruce Jay Collings, Harald Niederreiter · Journal of the American Statistical Association · 1993 · 3K citations

Numerical Analysis, Preface 1, Engineering +14

Probability with martingales

Choice Reviews Online · 1992 · 1.5K citations

Measure Theory, Engineering, Discrete Probability +10

Options: A Monte Carlo approach

Phelim P. Boyle · Journal of Financial Economics · 1977 · 1.3K citations

Monte Carlo Approach, Engineering, Uncertainty Quantification +6