Performance optimization of financial option calculations

Genetic algorithms in search, optimization, and machine learning

Choice Reviews Online · 1989 · 49.3K citations

Computing, Computer Science, Algorithms +14

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

Business, Economics, Finance +13

Genetic Algorithms in Search

D. E. Goldberg · Medical Entomology and Zoology · 1989 · 10.1K citations

Computing, Computer Science, Algorithms +11

The Pricing of Options on Assets with Stochastic Volatilities

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

Business, Economics, Finance +12

The Pricing of Options on Assets with Stochastic Volatilities

John Hull, Alan White · The Journal of Finance · 1987 · 1.2K citations

Business, Economics, Finance +12