Concepedia
Journal of Computational and Applied Mathematics · 2016 · 13 citations · 24 references
Econometric ModelEconomicsMerton-type Structural ModelEngineeringDefault PredictionBusinessEconometricsNig Lévy ProcessLevy ProcessForecastingStatisticsFinanceFinancial Mathematics
24
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.1K citations
Option Pricing, Liability (Financial Accounting), Asset Pricing +11
Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables
J. W. W., Milton Abramowitz, Irene A. Stegun · Mathematics of Computation · 1965 · 18.9K citations
Analytic Combinatorics, Approximation Theory, Function Theory +1
D. B. Owen, Milton Abramowitz, Irene A. Stegun · Technometrics · 1965 · 16.3K citations
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Term Structure Model, Financial Risk Management, Interest Rate Risk +17
Handbook of Mathematical Functions with Formulas, Graphs and Mathematical Tables.
D. E. Barton, Moses Abramovitz, I. A. Stegun · Journal of the Royal Statistical Society Series A (General) · 1965 · 3.7K citations
Spectral Theory, Engineering, Analytic Combinatorics +3