The method of fundamental solutions for solving options pricing models

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

The method of fundamental solutions for elliptic boundary value problems

Graeme Fairweather, Andréas Karageorghis · Advances in Computational Mathematics · 1998 · 953 citations

American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods

Mark Broadie, Jérôme Detemple · Review of Financial Studies · 1996 · 570 citations

Engineering, Option Price Approximations, Financial Mathematics +16

Options on the minimum or the maximum of two risky assets

René M. Stulz · Journal of Financial Economics · 1982 · 557 citations

Economics, Portfolio Optimization, Risky Assets +11