Applied Mathematics & Optimization · 2006 · 23 citations · 11 references
BusinessEconomicsFinanceFinancial EconomicsInsurance EconomicsStochastic ProcessesCapital Asset Pricing ModelInvestmentInvestment PolicyInvestment TheoryLévy ProcessesRisk AversionLévy MeasureLévy-driven Stochastic Differential EquationsOptimal InvestmentOptimal Portfolio ChoiceTax Levy Policy
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations