Insurance Mathematics and Economics · 2010 · 24 citations · 16 references
ManagementFinanceFinancial ManagementFinancial EconomicsDiscounted Cash Flow ValuationDynamic PricingOption PricingOption Pricing ModelsMaturity Benefit Structure
16
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
<i>The Theory of Stochastic Processes</i>
D. R. Cox, H. D. Miller, George H. Weiss et al. · Physics Today · 1966 · 3.4K citations
Option pricing by Esscher transforms.
Hans U. Gerber, Shiu E.S.W. · IRIS · 1995 · 660 citations
Business, Finance, Mathematics +8