Derivatives Pricing
F. Black and M. Scholes (1973), The Pricing of Options and Corporate Liabilities, The Journal of Political Economy 81, No. 3, 637-654.
J. Cox, S. Ross, and M. Rubinstein (1979), Option Pricing: A Simplified Approach, Journal of Financial Economics 7, No. 3, 229-263.
D. Wuertz and many others (2012), fOptions: Basics of Option Valuation, R package version 2160.82. Available at http://CRAN.R-project.org/package=fOptions.
R. C. Merton (1973), Theory of Rational Option Pricing, The Bell Journal of Economics and Management Science 4, No. 1, 141-183.
R. Rebonato (1999), Volatility and Correlation, John Wiley, Chichester.
S. Subramanian (2013), GUIDE: GUI for DErivatives in R, R package version 0.99.5. Available at http://CRAN.R-project.org/package=GUIDE.
J. Hull (2011), Options, Futures, and Other Derivatives, Prentice Hall, 8th edition.