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36 Post author: jsalvatier 07 October 2012 11:45PM

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Comment author: roland 03 November 2012 02:20:39PM 0 points [-]

Fischer Black, "Fact and Fantasy in the Use of Options", Financial Analysts Journal 31, pp36–41, 61–72 (July/August 1975).

Comment author: gwern 03 November 2012 03:40:40PM 2 points [-]

Comment author: roland 03 November 2012 03:59:42PM 0 points [-]

Wow that was fast! Thanks a lot!