| Fischer Black, Myron Scholes |
The Pricing of Options and Corporate Liabilities |
The Journal of Political Economy, Vol 81, No.3. 637-654 |
| P.P.Boyle |
Options: a Monte Carlo approach |
Journal of Financial Economics. May 1977. Vol 4, No.3. 323-338 |
| Alan Brace, Dariusz Gatarek, Marek Musiela (1997) |
The Market Model of Interest Rate Dynamics |
Mathematical Finance 7 (2), 127-155 |
| J.C.Cox, S.A.Ross, M.Rubinstein 1979 |
Option pricing: a simplified approach |
Journal of Financial Economics, Sep. 1979 Vol 7 No.3. 229-263 |
| Emanuel Derman, Iraj Kani 1994 |
Riding on a smile |
Risk magazine 7 (2) 32-39 (February) |
| Bruno Dupire 1994 |
Pricing with a smile |
Risk magazine 7 (1) 18-20 (January) |
| Bernard Dumas, Jeff Fleming, Robert E Whaley (1998) |
Implied Volatility Functions: Empirical Tests |
The Journal of Finance 53 (6), 2059–2106. |
| David Heath, Robert Jarrow, Andrew Morton 1992 |
Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation |
Econometrica Vol 60 77-105 |
| Oldrich Vasicek 1977 |
An equilibrium characterization of the term structure |
Journal of Financial Economics Vol 5, Issue 2. 177-188 |
