Bibliography

1

Black, F. and Scholes, M., 1973, ``The Pricing of Options and Corporate Liabilities'', Journal of Political Economy, Vol 81, pp. 637-654.

2

``The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1997'' http://www.noble.se/announcement-97/ecoback97.html.

3

Gary Stix, ``A Calculus of Risk'', Scientific American, May 1998, and http://www.sciam.com/1998/0598issue/0598stix.html.

4

J. Mathews and R. L. Walker, Mathematical Methods of Physics, Second Ed., Addison-Wesley, 1970, pp. 242-244.