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An empirical test of the Hull-White option pricing model

Corrado, Charles Joseph - In: The journal of futures markets 18 (1998) 4, pp. 363-378

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The Black-Scholes currency option pricing model : evidence for unbiasedness from three currencies against the US dollar

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Spanning tests for options using principal components methods

Hansen, Charlotte S.; Tuypens, Bjorn E. - In: Applied financial economics 17 (2007) 7/9, pp. 739-746

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Pricing American options when the underlying asset follows GARCH processes

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Options on troubled stock

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Fischer Black and the revolutionary idea of finance

Mehrling, Perry - 2005

Thou living ray of intellectual fire -- An idea in the rough -- Some kind of an education -- Living up to the model -- Tortuous economic intuition -- The money wars -- Global reach -- Stagflation -- Changing fields -- What do traders do? -- Exploring general equlibrium.