Derivatives Sourcebook Project

Our aim is to illustrate the wide application of option pricing theory. We have collected, categorized and indexed a list of over 1400 research articles since 1980 that have cited the option-pricing research of Fischer Black, Robert Merton, and Myron Scholes. At this web site, you may

• List the categories of applications, from "traditional" financial derivatives markets to other economic and non-economic fields, that have made use of option pricing theory.
• Search and list references by keyword, author or application category.
• Submit new references to be added to this site.

Copyright 1999. All rights reserved.
Robert Merton
Petr Adamek
Li Jin
Leonid Kogan
Terence Lim
Andrew Lo
Jonathan Taylor
Terence Lim