Economic Modelling · 2022 · 13 citations · 28 references
AgricultureEconomicsFinanceCommodity MarketsFinancial EconomicsQuantitative FinanceCommodity HedgingCommodity Price RiskMarket RiskOption PricingOptions MarketsOptions On CommoditiesCommodity Option Exercise BehaviorCommodity Option Implied VolatilityHedging Effects
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
The pricing of commodity contracts
Fischer Black · Journal of Financial Economics · 1976 · 2.9K citations
Modeling and pricing long memory in stock market volatility
Tim Bollerslev, Hans Ole Mikkelsen · Journal of Econometrics · 1996 · 1.2K citations