Results in Mathematics · 2002 · 19 citations · 24 references
EngineeringFinanceMathematicsDifferential EquationsProbability TheoryStochastic ProcessesContinuous-time Stochastic ProcessesMarkov ProcessesOperator TheoryStochastic CalculusStochastic Differential EquationsBlack-scholes ModelBoundary Value Problems For Stochastic Differential EquationsInitial Boundary ConditionsInitial-boundary Value ProblemsOperatorsSecond-order Differential EquationsSemigroup Theory
24
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Business, Finance, Asset Pricing +16
A Theory of the Term Structure of Interest Rates
John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations
Option pricing: A simplified approach
John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations