Black-Scholes formula

area: Asset pricing and risk · 0 papers in the last 7 days

C = S_0\,N(d_1) - K e^{-rT} N(d_2),\quad d_{1,2} = \frac{\ln(S_0/K) + (r \pm \sigma^2/2)\,T}{\sigma\sqrt{T}}

Price of a European call option on a stock with constant volatility and interest rate.

LaTeX: C = S_0\,N(d_1) - K e^{-rT} N(d_2),\quad d_{1,2} = \frac{\ln(S_0/K) + (r \pm \sigma^2/2)\,T}{\sigma\sqrt{T}}

Names searched for: Black-Scholes, Black and Scholes

Key findings#

Black-Scholes formula was mentioned in 3 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #89 of the 104 equations and models mentioned.
By journal category: Finance (3).
Most of them appeared in Journal of Financial Stability (1), The Quarterly Review of Economics and Finance (1) and Annals of Finance (1).
Often mentioned together with Ordinary least squares (OLS) (2), Instrumental variables (two-stage least squares) (1) and Expected shortfall (CVaR) (1).
Datasets named in the same papers: Lightcast (Burning Glass) (1), VIX (1) and S&P 500 (1).
From Oct 2023 to Sep 2026, 45 archived papers mentioned Black-Scholes formula in their title, abstract or keywords, most of them in Jun 2025 (6).

Mentions over 36 months#

Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords)
Trend	Oct 23–Sep 24	Oct 24–Sep 25	Oct 25–Sep 26	36 months
	19	21	5	45

Papers mentioning Black-Scholes formula, newest first.
Date	Title	Journal	Authors	Affiliations
2026-09-29	Skilled labor mobility and bank default	Journal of Financial Stability	Yuna Heo, Akif Midilli, Steven R. G. Ongena	University of Basel; Swiss Finance Institute; University of Zurich; …
2026-09-28	Venture capital project selection as an optimal stopping problem	The Quarterly Review of Economics and Finance	Martin Meier, Leopold Sögner, Gregor Kastner
2026-09-28	Capital asset pricing model with size factor and normalizing by volatility index	Annals of Finance	Abraham Atsiwo, Andrey Sarantsev	University of Nevada, Reno

Cite this page

Scholar4AI. (2026). Black-Scholes formula. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/black-scholes-formula

@misc{scholar4ai-equations-black-scholes-formula,
  author = {{Scholar4AI}},
  title = {Black-Scholes formula},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/black-scholes-formula}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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