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Black–Scholes model
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Edward O. Thorp
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http://edwardothorp.com/sitebuildercontent/sitebuilderfiles/thorpwilmottqfinrev2003.pdf
Anchor text: A Perspective on Quantitative Finance: Models for Beating the Market
http://edwardothorp.com/id32.html
Anchor text: A Man for All Markets: From Las Vegas to Wall Street, How I Beat the Dealer and the Market