References#
Fischer Black and Myron Scholes. The pricing of options and corporate liabilities. Journal of Political Economy, 81(3):637–654, 1973. URL: http://www.jstor.org/stable/1831029 (visited on 2022-05-16).
R. Cont. Empirical properties of asset returns: stylized facts and statistical issues. Quantitative Finance, 1(2):223–236, 2001. URL: https://EconPapers.repec.org/RePEc:taf:quantf:v:1:y:2001:i:2:p:223-236.
M. Davis and A Etheridge. Louis Bachelier's Theory of speculation: the origins of modern finance. Princeton University Press, Princeton, N.J., 2006. ISBN 9780691117522 (hbk. : alk. paper).
Paul Glasserman. Monte Carlo methods in financial engineering. Volume 53. Springer, New York, 2004. ISBN 0387004513 (alk. paper). URL: http://www.loc.gov/catdir/enhancements/fy0813/2003050499-d.html.
Burton G. Malkiel. Expectations, Bond Prices, and the Term Structure of Interest Rates*. The Quarterly Journal of Economics, 76(2):197–218, 05 1962. URL: https://doi.org/10.2307/1880816, arXiv:https://academic.oup.com/qje/article-pdf/76/2/197/5374920/76-2-197.pdf, doi:10.2307/1880816.
Benoit Mandelbrot. The variation of certain speculative prices. The Journal of Business, 36(4):394–419, 1963. URL: http://www.jstor.org/stable/2350970 (visited on 2023-06-29).
Benoit Mandelbrot. The variation of some other speculative prices. The Journal of Business, 40(4):393–413, 1967. URL: http://www.jstor.org/stable/2351623 (visited on 2023-06-29).
Harry Markowitz. Portfolio selection. The Journal of Finance, 7(1):77–91, 1952. URL: http://www.jstor.org/stable/2975974 (visited on 2022-04-12).
Robert C. Merton. Paul samuelson and financial economics. The American Economist, 50(2):9–31, 2006. URL: http://www.jstor.org/stable/40657651 (visited on 2022-05-16).
William F. Sharpe. A simplified model for portfolio analysis. Management Science, 9(2):277–293, 1963. URL: https://doi.org/10.1287/mnsc.9.2.277, arXiv:https://doi.org/10.1287/mnsc.9.2.277, doi:10.1287/mnsc.9.2.277.
Jack L Treynor and Fischer Black. How to use security analysis to improve portfolio selection. The Journal of Business, 46(1):66–86, 1973. URL: https://EconPapers.repec.org/RePEc:ucp:jnlbus:v:46:y:1973:i:1:p:66-86.