Chaos Solitons & Fractals · 2017 · 18 citations · 29 references
BusinessFinanceMathematicsFinancial EconomicsQuantitative FinanceStochastic ProcessesDerivative PricingInterest Rate DerivativesInterest Rate ModelingNumerical Methods In FinanceOption PricingOption Pricing ModelsEuropean Option PricingFractional Differential EquationsOption Pricing Theory
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
Difference Methods for Initial-Value Problems
E. I., Robert D. Richtmyer, K. W. Morton · Mathematics of Computation · 1968 · 3.4K citations
<i>Difference Methods for Initial-Value Problems</i>
Robert D. Richtmyer, E. H. Dill · Physics Today · 1959 · 3.2K citations · Full text