Physica A Statistical Mechanics and its Applications · 2004 · 16 citations · 7 references
BusinessEconomicsFinanceFinancial EconometricsFinancial EconomicsQuantitative FinanceAsset Pricing EmpiricsCapital MarketsFinancial RiskMarket RiskTime Series EconometricsVolatility ModelingAsset Market ApproachIndex Option Implied VolatilityMean Reversion Analysis
7
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
Brownian Motion in the Stock Market
M. F. M. Osborne · Operations Research · 1959 · 944 citations
Natural Sciences, Economics, Physics +13