×

zbMATH — the first resource for mathematics

Black, Fischer

Compute Distance To:
Author ID: black.fischer Recent zbMATH articles by "Black, Fischer"
Published as: Black, Fischer
External Links: MGP · Wikidata · GND · MacTutor
Awards: Nobel Memorial Prize in Economic Sciences (1997)
Documents Indexed: 6 Publications since 1973, including 2 Books
Biographic References: 2 Publications

Co-Authors

2 single-authored
3 Scholes, Myron Samuel
1 Perold, Andre F.

Publications by Year

all top 5

Cited by 3,762 Authors

28 Zhu, Songping
23 Siu, Tak Kuen
21 Madan, Dilip B.
18 Elliott, Robert James
18 Wang, Song
17 Kim, Jeong-Hoon
14 Wang, Jun
12 He, Xinjiang
12 Platen, Eckhard
11 Haven, Emmanuel E.
10 Korn, Ralf
10 Leach, Peter Gavin Lawrence
10 Schoutens, Wim
10 SenGupta, Indranil
10 Tangman, Désiré Yannick
10 Yang, Hailiang
10 Zhang, Jin E.
9 Chiarella, Carl
9 Dhaene, Jan
9 Düring, Bertram
9 Khaliq, Abdul Q. M.
9 Lyuu, Yuh-Dauh
9 Mariani, Maria Cristina
9 Rachev, Svetlozar T.
9 Zagst, Rudi
8 Carr, Peter P.
8 Cen, Zhongdi
8 Company, Rafael
8 Fabozzi, Frank J.
8 Goard, Joanna M.
8 Jódar Sanchez, Lucas Antonio
8 von Sydow, Lina
8 Yao, Kai
8 Yor, Marc
8 Zhang, Kai
7 Ballestra, Luca Vincenzo
7 Bhuruth, Muddun
7 Dai, Tian-Shyr
7 Duffie, James Darrell
7 Geman, Hélyette
7 Goovaerts, Marc J.
7 Le, Anbo
7 Li, Shenghong
7 Mallier, Roland
7 Pelsser, Antoon A. J.
7 Primbs, James A.
7 Ren, Fuyao
7 Rustem, Berc
7 Shiu, Elias S. W.
7 Toivanen, Jari
7 Yamada, Yuji
6 Aït-Sahalia, Yacine
6 Albanese, Claudio
6 Alobaidi, Ghada
6 Bacinello, Anna Rita
6 Boyle, Phelim P.
6 Chan, Leunglung
6 Dias, José Carlos
6 Ding, Deng
6 Eberlein, Ernst W.
6 Escobar, Marcos
6 Gerber, Hans U.
6 Ishimura, Naoyuki
6 Jouini, Elyès
6 Kim, Young Shin S.
6 Lin, Tyrone T.
6 Lo, Chi-Fai
6 Løchte Jørgensen, Peter
6 Mao, Xuerong
6 Martzoukos, Spiros H.
6 Mercurio, Fabio
6 O’Hara, John G.
6 Oosterlee, Cornelis Willebrordus
6 Podolskij, Mark
6 Prigent, Jean-Luc
6 Schlogl, Erik
6 Thakoor, Nawdha
6 Trigeorgis, Lenos
6 Wang, Xiaotian
6 Yang, Xiaoqi
6 Yi, Fahuai
6 Yoon, Ji-Hun
6 Young, Virginia R.
6 Yu, Jun
5 Ben-Ameur, Hatem
5 Bormetti, Giacomo
5 Choi, Sun-Yong
5 Deelstra, Griselda
5 Drimus, Gabriel G.
5 Duan, Jin-Chuan
5 Ehrhardt, Matthias
5 Fajardo, José
5 Gourieroux, Christian
5 Härdle, Wolfgang Karl
5 Hui, Cho-Hoi
5 Jiang, Lishang
5 Kadalbajoo, Mohan K.
5 Kijima, Masaaki
5 Kim, Junseok
5 Larsson, Elisabeth
...and 3,662 more Authors
all top 5

Cited in 382 Serials

188 Quantitative Finance
152 International Journal of Theoretical and Applied Finance
104 Insurance Mathematics & Economics
92 European Journal of Operational Research
78 Journal of Economic Dynamics & Control
77 Journal of Econometrics
75 Journal of Computational and Applied Mathematics
70 Applied Mathematical Finance
66 Computers & Mathematics with Applications
64 Review of Derivatives Research
63 Applied Mathematics and Computation
63 Mathematical Finance
33 Asia-Pacific Financial Markets
28 Journal of Mathematical Analysis and Applications
27 Chaos, Solitons and Fractals
27 Annals of Operations Research
26 North American Actuarial Journal
25 International Journal of Computer Mathematics
24 Finance and Stochastics
23 Economics Letters
22 Mathematical and Computer Modelling
21 Physica A
21 Annals of Finance
20 Stochastic Analysis and Applications
19 Journal of Economic Theory
18 Mathematics and Computers in Simulation
18 Soft Computing
17 Applied Numerical Mathematics
17 Mathematical Problems in Engineering
17 Scandinavian Actuarial Journal
16 Journal of Mathematical Economics
15 Stochastic Processes and their Applications
15 Computational Statistics and Data Analysis
15 Discrete Dynamics in Nature and Society
14 The ANZIAM Journal
14 Decisions in Economics and Finance
13 Applied Mathematics Letters
13 The Annals of Applied Probability
13 Journal of Applied Mathematics
12 Computational Economics
12 Abstract and Applied Analysis
12 Communications in Nonlinear Science and Numerical Simulation
12 ASTIN Bulletin
12 Fuzzy Optimization and Decision Making
12 Computational Management Science
12 Journal of Industrial and Management Optimization
11 Journal of Scientific Computing
11 Communications in Statistics. Theory and Methods
10 Statistics & Probability Letters
10 Operations Research Letters
10 Methodology and Computing in Applied Probability
10 Journal of Systems Science and Complexity
10 SIAM Journal on Financial Mathematics
9 Journal of Statistical Physics
9 Asia-Pacific Journal of Operational Research
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 Computational and Applied Mathematics
8 Journal of Applied Mathematics and Decision Sciences
8 Applied Stochastic Models in Business and Industry
8 Nonlinear Analysis. Real World Applications
8 Mathematics and Financial Economics
8 European Actuarial Journal
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 Discrete and Continuous Dynamical Systems. Series S
6 European Journal of Applied Mathematics
6 Economic Theory
6 Journal of Statistical Mechanics: Theory and Experiment
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 Journal of Statistical Computation and Simulation
5 Mathematical Programming. Series A. Series B
5 Complexity
5 Journal of Applied Statistics
5 Journal of Applied Mathematics and Computing
5 Advances in Difference Equations
5 Frontiers of Mathematics in China
5 AStA. Advances in Statistical Analysis
5 East Asian Journal on Applied Mathematics
4 Applicable Analysis
4 Journal of Statistical Planning and Inference
4 Optimization
4 Econometric Reviews
4 Japan Journal of Industrial and Applied Mathematics
4 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
...and 282 more Serials
all top 5

Cited in 45 Fields

2,244 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
702 Probability theory and stochastic processes (60-XX)
443 Numerical analysis (65-XX)
419 Statistics (62-XX)
286 Partial differential equations (35-XX)
157 Operations research, mathematical programming (90-XX)
88 Systems theory; control (93-XX)
51 Calculus of variations and optimal control; optimization (49-XX)
30 Ordinary differential equations (34-XX)
30 Integral equations (45-XX)
25 Statistical mechanics, structure of matter (82-XX)
23 Computer science (68-XX)
22 Operator theory (47-XX)
21 Approximations and expansions (41-XX)
16 Integral transforms, operational calculus (44-XX)
16 Quantum theory (81-XX)
15 Real functions (26-XX)
13 Mathematical logic and foundations (03-XX)
11 Dynamical systems and ergodic theory (37-XX)
8 Biology and other natural sciences (92-XX)
8 Information and communication theory, circuits (94-XX)
7 General and overarching topics; collections (00-XX)
7 Measure and integration (28-XX)
7 Harmonic analysis on Euclidean spaces (42-XX)
6 History and biography (01-XX)
6 Fluid mechanics (76-XX)
5 Combinatorics (05-XX)
5 Special functions (33-XX)
5 Mechanics of deformable solids (74-XX)
4 Linear and multilinear algebra; matrix theory (15-XX)
4 Mathematics education (97-XX)
3 Difference and functional equations (39-XX)
3 Functional analysis (46-XX)
3 Global analysis, analysis on manifolds (58-XX)
3 Relativity and gravitational theory (83-XX)
2 Topological groups, Lie groups (22-XX)
2 General topology (54-XX)
2 Geophysics (86-XX)
1 Nonassociative rings and algebras (17-XX)
1 Functions of a complex variable (30-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Convex and discrete geometry (52-XX)
1 Differential geometry (53-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. Updates and corrections should be made in Wikidata.