Coherent Global Market Simulations and Securitization Measures for Counterparty Credit Risk

The Pricing of Options and Corporate Liabilities

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

Business, Economics, Finance +13

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Robert F. Engle · Econometrica · 1982 · 20.6K citations

Computing, Economics, Econometrics +15

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

Steven L. Heston · Review of Financial Studies · 1993 · 9.1K citations

Business, Economics, Finance +13

Applied cryptography: Protocols, algorithms, and source code in C

Bruce Schneier · Computer Law & Security Report · 1994 · 3.4K citations · Full text

Computing, Computer Engineering, Computer Science +12

Difference Methods for Initial-Value Problems

E. I., Robert D. Richtmyer, K. W. Morton · Mathematics of Computation · 1968 · 3.4K citations

Natural Sciences, Mathematics, Differential Equations +11