Concepedia
Finance and Stochastics · 2000 · 140 citations · 6 references
Mathematical ProgrammingOption PricingEngineeringDouble Barrier OptionsDerivative PricingLevy ProcessApproximation Theory
6
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
The Mathematics of Financial Derivatives
Paul Wilmott, Sam Howison, Jeff Dewynne · RePEc: Research Papers in Economics · 1995 · 474 citations
Mathematical Programming, Applied Mathematical Modelling, Computational Finance +12
Path Dependent Options: “Buy at the Low, Sell at the High”
M. Barry Goldman, Howard B. Sosin, Mary Ann Gatto · The Journal of Finance · 1979 · 274 citations
Marketing, Option Pricing, Economics +13
Pricing Options With Curved Boundaries<sup>1</sup>
Naoto Kunitomo, Masayuki Ikeda · Mathematical Finance · 1992 · 272 citations
Option Pricing, Black-scholes Model, Financial Economics +12
PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
Hélyette Geman, Marc Yor · Mathematical Finance · 1996 · 234 citations
Option Pricing, Hedging Double‐barrier Options, Engineering +9