Omega · 2017 · 40 citations · 27 references
BusinessBusiness EconomicsEconomicsPricing TheoryPrice OptimizationPricing DecisionsPricing Under UncertaintyProcurementStochastic OptimizationStochastic ProgrammingGeneral Equilibrium With UncertaintyJoint Pricing DecisionsOptimization Under Demand UncertaintyPricing Under Demand Uncertainty
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
Option pricing: A simplified approach
John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K citations