Seminal Papers on Finance

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