A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities

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

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

Steven L. Heston · Review of Financial Studies · 1993 · 9K citations

Currency Options, Option Pricing, Multivariate Stochastic Volatility +15

Matrix Iterative Analysis

James H. Bramble, Richard S. Varga · Mathematics of Computation · 1963 · 4.2K citations

Numerical Analysis, Matrix Method, Matrix Iterative Analysis +2

The Pricing of Options on Assets with Stochastic Volatilities

John Hull, Alan White · The Journal of Finance · 1987 · 3.9K citations · Full text

Option Pricing, Multivariate Stochastic Volatility, Volatility Modeling +12

RELAXATION METHODS APPLIED TO DETERMINE THE MOTION, IN TWO DIMENSIONS, OF A VISCOUS FLUID PAST A FIXED CYLINDER

D. N. DE G. ALLEN, Richard Southwell · The Quarterly Journal of Mechanics and Applied Mathematics · 1955 · 346 citations