Risk theory in a stochastic economic environment

An introduction to probability theory and its applications

Journal of the Franklin Institute · 1958 · 29.7K citations

Discrete Probability, Probability Theory, Probabilistic Analysis +1

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 when underlying stock returns are discontinuous

Robert C. Merton · Journal of Financial Economics · 1976 · 6K citations · Full text

Option Pricing, Asset Pricing, Derivative Pricing +3

Limit Theorems for Stochastic Processes.

Ditlev Monrad, Jean Jacod, Albert N. Shiryaev · Journal of the American Statistical Association · 1988 · 4.2K citations

Limit Theorems, Density Processes, Engineering +12

Probability and Measure.

John Hawkes, P. Billingsley · Journal of the Royal Statistical Society Series A (General) · 1987 · 1.7K citations

Measure Theory, Engineering, Discrete Probability +6