An Analysis of Option Pricing Models Charles Vu 2002-2003 References
Webpages:

• Chicago Board of Options Exchange Learning Center
• A Black-Scholes formula for vanilla and binary options
• Option Pricing Models
• Information on Option Calculation Models

Books:

• Hull, John. Introduction to Futures and Options. Upper Saddle River, N.J. : Prentice Hall, 1998.
  
• Hull, John. Options, Futures, and other Derivatives. Upper Saddle River, N.J. : Prentice Hall, 2003.
  
• Baxter, Martin. Financial Calculus : An Introduction to Derivative Pricing Cambridge:Cambridge University Press, 1996.
• Neftci, Salih. An Introduction to the Mathematics of Financial Derivatives New York: Academic Press, 1996.

Papers:

• Cox, J., S. Ross, and M. Rubenstein, "Option Pricing: A Simplified Approach," \textit{Journal of Financial Economics}, 7 (October 1979), 229-64.
• Black, F., and M. Scholes, "The Pricing of Options and Corporate Liabilities," \textit{Journal of Political Economy}, 81 (May/June 1973), 637-659

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