SSRN Electronic Journal · 2010 · 30 citations · 20 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsCapital Asset PricingCapital Asset Pricing ModelCapital MarketsFinancial RiskMarket RiskOption PricingBid Price AnalysisBid Price EstimationBlack-scholes ModelBlack-scholes Valuation ModelEquity Market RiskRisk Neutral ValuationsRisk-neutral ExpectationsVariance Gamma Processes
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text
Business, Finance, Risk Management +14
THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964
Michael C. Jensen · The Journal of Finance · 1968 · 4.4K citations · Full text
Existence of an Equilibrium for a Competitive Economy
Kenneth J. Arrow, Gérard Debreu · Econometrica · 1954 · 3.9K citations
The Variance Gamma Process and Option Pricing
Dilip B. Madan, Peter Carr, Eric C. Chang · European Finance Review · 1998 · 1.9K citations