Pricing swing options with regime switching

Lecture Notes in Computer Science 1205

Industrial Robot the international journal of robotics research and application · 1999 · 38.7K citations

Computing, Computer Science, Programming Languages +2

The Pricing of Options and Corporate Liabilities

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

Business, Economics, Finance +13

The American Economic Review

American Economic Review · 2013 · 15.2K citations

Social Sciences, Economics, Macroeconomics +3

Option pricing: A simplified approach

John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations

Business, Economics, Finance +13

“Options, Futures, and Other Derivatives”

AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.2K citations · Full text

Business, Economics, Finance +11