---
title: "Black-Scholes formula: formula and 3 recent papers"
description: "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."
url: https://scholar4ai.com/equations/black-scholes-formula
markdown_url: https://scholar4ai.com/equations/black-scholes-formula.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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."
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T14:52:47+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# Black-Scholes formula

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

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

- area: Asset pricing and risk
- 0 papers in the last 7 days
- Names searched for: Black-Scholes, Black and Scholes

Back to the ranking: https://scholar4ai.com/rankings/equations.md

## 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](https://doi.org/10.1016/j.jfs.2026.101599) | [Journal of Financial Stability](https://scholar4ai.com/journals/journal-of-financial-stability.md) | 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](https://doi.org/10.1016/j.qref.2026.102238) | [The Quarterly Review of Economics and Finance](https://scholar4ai.com/journals/the-quarterly-review-of-economics-and-finance.md) | Martin Meier, Leopold Sögner, Gregor Kastner |  |
| 2026-09-28 | [Capital asset pricing model with size factor and normalizing by volatility index](https://doi.org/10.1007/s10436-026-00492-1) | [Annals of Finance](https://scholar4ai.com/journals/annals-of-finance.md) | 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

```bibtex
@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}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).