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Author ID: black.fischer Recent zbMATH articles by "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

Publications by Year

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 1092.91524
Black, Fischer; Scholes, Myron
1973
Theory of constant proportion portfolio insurance. Zbl 0825.90056
Black, Fischer; Perold, André F.
59
1992
Exploring general equilibrium. Foreword by Edward L. Glaeser. Zbl 1194.91007
Black, Fischer
5
1995
The effects of dividend yield and dividend policy on common stock prices and returns. Zbl 1131.91329
Black, Fischer; Scholes, Myron
2
1974
Exploring general equilibrium. Foreword by Edward L. Glaeser. Zbl 1195.91001
Black, Fischer
1
2010
The pricing of options and corporate liabilities. Zbl 1418.91504
Black, Fischer; Scholes, Myron
1
2007
Exploring general equilibrium. Foreword by Edward L. Glaeser. Zbl 1195.91001
Black, Fischer
1
2010
The pricing of options and corporate liabilities. Zbl 1418.91504
Black, Fischer; Scholes, Myron
1
2007
Exploring general equilibrium. Foreword by Edward L. Glaeser. Zbl 1194.91007
Black, Fischer
5
1995
Theory of constant proportion portfolio insurance. Zbl 0825.90056
Black, Fischer; Perold, André F.
59
1992
The effects of dividend yield and dividend policy on common stock prices and returns. Zbl 1131.91329
Black, Fischer; Scholes, Myron
2
1974
The pricing of options and corporate liabilities. Zbl 1092.91524
Black, Fischer; Scholes, Myron
1973
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

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