Emanuel Derman and Christopher van Wyk, A Simple Equation Solver and its Application to Financial Modeling, Software - Practice and Experience 14(12), 1169-1181 (December 1984)

E. Derman & E.G. Sheppard, HEQS - A Hierarchical Equation Solver, AT&T Technical Journal, 64(9), 2061-2096, 1985
This software is still sold by Lucent, but I get no royalties!