An actuarial approach to option pricing under the physical measure and without market assumptions

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

Dynamic Asset Pricing Theory.

Jonathan E. Ingersoll, Darrell Duffie · The Journal of Finance · 1993 · 3.1K citations

Economics, Portfolio Optimization, Financial Economics +13

Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling

Ole E. Barndorff–Nielsen · Scandinavian Journal of Statistics · 1997 · 929 citations

Volatility Modeling, Engineering, Homogeneous Lévy Process +18

Hyperbolic distributions in finance

Ernst Eberlein, Ulrich Keller · Bernoulli · 1995 · 733 citations