Edit Profile Black, Fischer Compute Distance To: Compute Author ID: 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. 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 Citations contained in zbMATH 5 Publications have been cited 2,562 times in 2,552 Documents Cited by ▼ Year ▼ The pricing of options and corporate liabilities. Zbl 1092.91524Black, Fischer; Scholes, Myron 2,501 1973 Theory of constant proportion portfolio insurance. Zbl 0825.90056Black, Fischer; Perold, André F. 53 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 Exploring general equilibrium. Foreword by Edward L. Glaeser. Zbl 1195.91001Black, Fischer 1 2010 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. 53 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 2,501 1973 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.