ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications
综述了期权定价文献从起源至今的发展，详细回顾了欧式和美式期权的估值方法，并调查了复杂证券的应用和数值方法，重点介绍了方法论和建模的最新趋势。
This paper surveys the literature on option pricing from its origins to the present. An extensive review of valuation methods for European- and American-style claims is provided. Applications to complex securities and numerical methods are surveyed. Emphasis is placed on recent trends and developments in methodology and modeling.