Black scholes

David M Kreps: The Black-Scholes-Merton Model as an Idealization of Discrete-Time Economies

Marek Capiski: The Black-Scholes Model

The Black–Scholes Model

Black-Scholes with Python: From Closed-Form Pricing to Real-Market Greeks: Fast Pricing, Implied Volatility, and Risk Reports with Vectorized NumPy, Numba, and JAX: 9

Exotic Options and Advanced Pricing Models with Python: Beyond Black-Scholes: Barrier, Asian, and American Options with Monte Carlo and PDE Methods: 4

Partial Differential Equations in Quantitative Finance: A Practical Guide to Option Pricing, Heat Diffusion Models, and the Black-Scholes Framework

Foundations of Stochastic Calculus for Financial Markets: From Brownian Motion to Black-Scholes: A First Principles Approach for Practitioners

Advanced Stochastic Methods in Quantitative Finance: Beyond the Black-Scholes World: Jumps, Levy Processes, and Rough Paths

Black Scholes’ Greeks up to 3rd Order I: Volume I: Analytical Formulae, Derivation and Implementation using Python and C++