European Journal of Operational Research · 2003 · 26 citations · 43 references
ManagementFinanceRisk ManagementFinancial EconomicsFinancial Risk ManagementPortfolio ManagementAsset AllocationCredit RiskFinancial RiskInterest Rate RiskPortfolio Risk ManagementPortfolio TheoryMonte Carlo Portfolio SimulationPortfolio Credit Risk AnalysisPortfolio Risk EstimationStochastic Interest Rate ModelsStochastic Portfolio Selection
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
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Business, Finance, Asset Pricing +16
Parsimonious Modeling of Yield Curves
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