Tham khảo chính

• Black, Fischer (1973). Myron Scholes. “The Pricing of Options and Corporate Liabilities”. Journal of Political Economy. 81 (3): 637–654. doi:10.1086/260062. (Black and Scholes' original paper.)
• Merton, Robert C. (1973). “Theory of Rational Option Pricing”. Bell Journal of Economics and Management Science. 4 (1): 141–183. doi:10.2307/3003143.

Các khía cạnh lịch sử và xã hội

• Bernstein, Peter (1993). Capital Ideas: The Improbable Origins of Modern Wall Street. The Free Press. ISBN 0-02-903012-9.
• MacKenzie, Donald (2003). “An Equation and its Worlds: Bricolage, Exemplars, Disunity and Performativity in Financial Economics”. Social Studies of Science. 33 (6): 831–868. doi:10.1177/0306312703336002.
• MacKenzie, Donald (2003). Yuval Millo. “Constructing a Market, Performing Theory: The Historical Sociology of a Financial Derivatives Exchange”. American Journal of Sociology. 109 (1): 107–145. doi:10.1086/374404. Lưu trữ 2012-12-15 tại Archive.today
• MacKenzie, Donald (2006). An Engine, not a Camera: How Financial Models Shape Markets. MIT Press. ISBN 0-262-13460-8.