An accurate algorithm to calculate the Hurst exponent of self-similar processes

The Pricing of Options and Corporate Liabilities

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

Business, Economics, Finance +13

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Merton H. Miller · American Economic Review · 1958 · 15K citations

Business, Business Economics, Economics +15

The Behavior of Stock-Market Prices

Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations

Business, Economics, Finance +12

Long-Term Storage Capacity of Reservoirs

H. E. Hurst · Transactions of the American Society of Civil Engineers · 1951 · 6.2K citations

Engineering, Hydrology, Petroleum Engineering +15

Fractal Geometry: Mathematical Foundations and Applications.

K. J. Falconer · Biometrics · 1990 · 6K citations

Natural Sciences, Mathematics, Physics +16