Edit Profile (opens in new tab) Black, Fischer Compute Distance To: Compute Author ID: black.fischer Published as: Black, Fischer Further Spellings: Black, Fischer Sheffey External Links: MacTutor · MGP · Wikidata · GND · IdRef Awards: Nobel Memorial Prize in Economic Sciences (1997) Documents Indexed: 6 Publications since 1973, including 2 Books Biographic References: 2 Publications Co-Authors: 2 Co-Authors with 4 Joint Publications 8 Co-Co-Authors Co-Authors 2 single-authored 3 Scholes, Myron Samuel 1 Perold, Andre F. Serials 1 Journal of Economic Dynamics & Control 1 Journal of Financial Economics 1 Journal of Political Economy Fields 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 History and biography (01-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 6 Publications have been cited 2,946 times in 2,936 Documents Cited by ▼ Year ▼ The pricing of options and corporate liabilities. Zbl 1092.91524Black, Fischer; Scholes, Myron 2,878 1973 Theory of constant proportion portfolio insurance. Zbl 0825.90056Black, Fischer; Perold, André F. 59 1992 Exploring general equilibrium. Foreword by Edward L. Glaeser. Zbl 1194.91007Black, Fischer 5 1995 The effects of dividend yield and dividend policy on common stock prices and returns. Zbl 1131.91329Black, Fischer; Scholes, Myron 2 1974 Exploring general equilibrium. Foreword by Edward L. Glaeser. Zbl 1195.91001Black, Fischer 1 2010 The pricing of options and corporate liabilities. Zbl 1418.91504Black, Fischer; Scholes, Myron 1 2007 Exploring general equilibrium. Foreword by Edward L. Glaeser. Zbl 1195.91001Black, Fischer 1 2010 The pricing of options and corporate liabilities. Zbl 1418.91504Black, Fischer; Scholes, Myron 1 2007 Exploring general equilibrium. Foreword by Edward L. Glaeser. Zbl 1194.91007Black, Fischer 5 1995 Theory of constant proportion portfolio insurance. Zbl 0825.90056Black, Fischer; Perold, André F. 59 1992 The effects of dividend yield and dividend policy on common stock prices and returns. Zbl 1131.91329Black, Fischer; Scholes, Myron 2 1974 The pricing of options and corporate liabilities. Zbl 1092.91524Black, Fischer; Scholes, Myron 2,878 1973 all cited Publications top 5 cited Publications all top 5 Cited by 4,186 Authors 31 Zhu, Songping 25 Siu, Tak Kuen 20 Madan, Dilip B. 19 Elliott, Robert James 19 Kim, Jeong-Hoon 19 Wang, Song 17 Wang, Jun 15 He, Xinjiang 12 Carr, Peter Paul 12 Platen, Eckhard 11 Haven, Emmanuel E. 11 Mariani, Maria Cristina 11 Rachev, Svetlozar T. 11 Tangman, Désiré Yannick 11 Yao, Kai 11 Zagst, Rudi 10 Fabozzi, Frank J. 10 Korn, Ralf 10 Leach, Peter Gavin Lawrence 10 Schoutens, Wim 10 Yang, Hailiang 10 Zhang, Jin E. 9 Dhaene, Jan 9 Düring, Bertram 9 Goard, Joanna M. 9 Khaliq, Abdul Q. M. 9 Lyuu, Yuh-Dauh 9 SenGupta, Indranil 9 Zhang, Kai 8 Cen, Zhongdi 8 Chiarella, Carl 8 Company, Rafael 8 Dyshaev, Mikhaĭl Mikhaĭlovich 8 Jódar Sanchez, Lucas Antonio 8 Kim, Junseok 8 Pelsser, Antoon A. J. 8 Shiu, Elias S. W. 8 von Sydow, Lina 8 Wang, Xiaotian 8 Yoon, Ji-Hun 8 Yor, Marc 7 Aït-Sahalia, Yacine 7 Ballestra, Luca Vincenzo 7 Bhuruth, Muddun 7 Dai, Tian-Shyr 7 Ding, Deng 7 Duffie, James Darrell 7 Funahashi, Hideharu 7 Geman, Hélyette 7 Gerber, Hans U. 7 Goovaerts, Marc J. 7 Le, Anbo 7 Li, Shenghong 7 Mallier, Roland 7 Oosterlee, Cornelis Willebrordus 7 Primbs, James A. 7 Ren, Fuyao 7 Rustem, Berc 7 Thakoor, Nawdha 7 Toivanen, Jari 7 Yamada, Yuji 7 Zhang, Weiguo 6 Albanese, Claudio 6 Alobaidi, Ghada 6 Bacinello, Anna Rita 6 Boyle, Phelim P. 6 Chan, Leunglung 6 Chen, Wenting 6 Devolder, Pierre 6 Dias, José Carlos 6 Eberlein, Ernst W. 6 Escobar, Marcos 6 Figà-Talamanca, Gianna 6 Graf, Stefan 6 Ishimura, Naoyuki 6 Jaimungal, Sebastian 6 Jouini, Elyès 6 Kananthai, Amnuay 6 Kijima, Masaaki 6 Lin, Tyrone T. 6 Lo, Chi-Fai 6 Løchte Jørgensen, Peter 6 Lu, Xiaoping 6 Ma, Yong-Ki 6 Mamon, Rogemar S. 6 Mao, Xuerong 6 Martzoukos, Spiros H. 6 Mehrdoust, Farshid 6 Mercurio, Fabio 6 Muzzioli, Silvia 6 Obloj, Jan K. 6 Podolskij, Mark 6 Prigent, Jean-Luc 6 Schlögl, Erik 6 Trigeorgis, Lenos 6 Xu, Zuoliang 6 Yang, Xiaoqi 6 Yi, Fahuai 6 Young, Virginia R. 6 Ziveyi, Jonathan ...and 4,086 more Authors all top 5 Cited in 420 Serials 210 Quantitative Finance 160 International Journal of Theoretical and Applied Finance 108 Insurance Mathematics & Economics 100 European Journal of Operational Research 82 Applied Mathematical Finance 81 Journal of Computational and Applied Mathematics 81 Journal of Economic Dynamics & Control 79 Journal of Econometrics 73 Applied Mathematics and Computation 68 Review of Derivatives Research 66 Computers & Mathematics with Applications 64 Physica A 63 Mathematical Finance 42 Chaos, Solitons and Fractals 41 International Journal of Computer Mathematics 37 Annals of Operations Research 36 North American Actuarial Journal 33 Asia-Pacific Financial Markets 28 Journal of Mathematical Analysis and Applications 27 Finance and Stochastics 25 Discrete Dynamics in Nature and Society 24 Economics Letters 23 Annals of Finance 22 Mathematical and Computer Modelling 22 Communications in Statistics. Theory and Methods 22 Soft Computing 21 Mathematics and Computers in Simulation 21 Stochastic Analysis and Applications 21 Mathematical Problems in Engineering 20 Scandinavian Actuarial Journal 19 Journal of Economic Theory 19 Applied Numerical Mathematics 18 The ANZIAM Journal 18 Decisions in Economics and Finance 16 Journal of Mathematical Economics 16 Stochastic Processes and their Applications 16 Computational Statistics and Data Analysis 15 Computational Management Science 15 Journal of Industrial and Management Optimization 14 The Annals of Applied Probability 14 Journal of Applied Mathematics 14 Fuzzy Optimization and Decision Making 13 Applied Mathematics Letters 13 Journal of Scientific Computing 13 Computational and Applied Mathematics 13 Communications in Nonlinear Science and Numerical Simulation 13 ASTIN Bulletin 13 SIAM Journal on Financial Mathematics 12 Computational Economics 12 Abstract and Applied Analysis 12 European Actuarial Journal 11 Operations Research Letters 11 Methodology and Computing in Applied Probability 11 Journal of Systems Science and Complexity 11 Mathematics and Financial Economics 10 Statistics & Probability Letters 9 Journal of Statistical Physics 9 Econometric Reviews 9 Asia-Pacific Journal of Operational Research 9 Nonlinear Analysis. Real World Applications 8 Mathematical Methods in the Applied Sciences 8 The Annals of Statistics 8 Journal of Optimization Theory and Applications 8 Acta Mathematicae Applicatae Sinica. English Series 8 Applied Mathematics. Series B (English Edition) 8 Journal of Applied Mathematics and Decision Sciences 8 Applied Stochastic Models in Business and Industry 8 Advances in Difference Equations 8 Discrete and Continuous Dynamical Systems. Series S 8 East Asian Journal on Applied Mathematics 7 Fuzzy Sets and Systems 7 Journal of Applied Probability 7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 7 Journal of Information & Optimization Sciences 7 Computers & Operations Research 7 Computational Statistics 7 Journal of Mathematical Sciences (New York) 7 Mathematical Methods of Operations Research 7 Journal of Applied Mathematics and Computing 7 AIMS Mathematics 6 Applicable Analysis 6 Optimization 6 European Journal of Applied Mathematics 6 Japan Journal of Industrial and Applied Mathematics 6 Journal of Statistical Computation and Simulation 6 Economic Theory 6 Journal of Applied Statistics 6 Thai Journal of Mathematics 6 Mathematics 5 Scandinavian Journal of Statistics 5 Applied Mathematics and Optimization 5 Automatica 5 Numerische Mathematik 5 Acta Applicandae Mathematicae 5 Numerical Methods for Partial Differential Equations 5 Communications in Statistics. Simulation and Computation 5 Mathematical Programming. Series A. Series B 5 Journal of Inverse and Ill-Posed Problems 5 Complexity 5 Journal of Difference Equations and Applications ...and 320 more Serials all top 5 Cited in 46 Fields 2,540 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 795 Probability theory and stochastic processes (60-XX) 523 Numerical analysis (65-XX) 479 Statistics (62-XX) 350 Partial differential equations (35-XX) 176 Operations research, mathematical programming (90-XX) 97 Systems theory; control (93-XX) 59 Calculus of variations and optimal control; optimization (49-XX) 56 Statistical mechanics, structure of matter (82-XX) 37 Integral equations (45-XX) 36 Ordinary differential equations (34-XX) 32 Computer science (68-XX) 29 Approximations and expansions (41-XX) 24 Operator theory (47-XX) 23 Real functions (26-XX) 18 Integral transforms, operational calculus (44-XX) 17 Quantum theory (81-XX) 13 Mathematical logic and foundations (03-XX) 13 Dynamical systems and ergodic theory (37-XX) 9 Harmonic analysis on Euclidean spaces (42-XX) 9 Fluid mechanics (76-XX) 8 General and overarching topics; collections (00-XX) 8 Biology and other natural sciences (92-XX) 8 Information and communication theory, circuits (94-XX) 7 History and biography (01-XX) 6 Measure and integration (28-XX) 6 Special functions (33-XX) 6 Mechanics of deformable solids (74-XX) 5 Combinatorics (05-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Global analysis, analysis on manifolds (58-XX) 5 Mathematics education (97-XX) 4 Difference and functional equations (39-XX) 3 Functional analysis (46-XX) 2 Topological groups, Lie groups (22-XX) 2 Functions of a complex variable (30-XX) 2 Differential geometry (53-XX) 2 General topology (54-XX) 2 Relativity and gravitational theory (83-XX) 2 Geophysics (86-XX) 1 Nonassociative rings and algebras (17-XX) 1 Potential theory (31-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Convex and discrete geometry (52-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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