Sign in
Author

Conference

Journal

Organization

Year

DOI
Look for results that meet for the following criteria:
since
equal to
before
between
and
Search in all fields of study
Limit my searches in the following fields of study
Agriculture Science
Arts & Humanities
Biology
Chemistry
Computer Science
Economics & Business
Engineering
Environmental Sciences
Geosciences
Material Science
Mathematics
Medicine
Physics
Social Science
Multidisciplinary
Related Publications
(243)
Theory of Rational Option Pricing
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
An equilibrium characterization of the term structure
Option pricing: A simplified approach
THE VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC PROCESSES
Subscribe
Academic
Publications
The Pricing of Options and Corporate Liabilities
The Pricing of Options and Corporate Liabilities,10.1086/260062,Journal of Political Economy,Fischer Black,Myron S Scholes
Edit
The Pricing of Options and Corporate Liabilities
(
Citations: 6797
)
BibTex

RIS

RefWorks
Download
Fischer Black
,
Myron S Scholes
Journal:
Journal of Political Economy  J POLIT ECON
, vol. 81, no. 3, 1973
DOI:
10.1086/260062
Cumulative
Annual
View Publication
The following links allow you to view full publications. These links are maintained by other sources not affiliated with Microsoft Academic Search.
(
links.jstor.org
)
(
www.journals.uchicago.edu
)
Citation Context
(2268)
...gif"/> , will then be given by the Black and Scholes (
1973
) formula for call options: where
...
JengYan Tsai
,
et al.
Optimal bank interest margin and default risk in equity returns under ...
...Samuelson
1965
, Black and Scholes
1973
, Merton
1973
) is a financial contract between a seller/hedger and a buyer/holder entitling the latter to sell the underlying stock at a specified strike price
K
> 0 at a specified maturity time
T
> 0...
Goran Peskir
,
et al.
The British call option
...In the classical BlackScholes framework [
3
], the problem of pricing continuously monitored double barrier options has been studied by many authors...
...As an example, we demonstrate in x1.3 that the latter sequence of problems admits a simple and explicit solution in the framework of the classical BlackScholes model [
3
]...
...It is well known that the valuation of a flrsttouch contingent claim with a single barrier in the classical BlackScholes [
3
] framework is a simple problem that has an explicit solution...
...(1) A Brownian motion (used in the classical BlackScholes model [
3
]) is a tame L¶evy process with ‚§ = §1. Its characteristic exponent is given by æ...
Mitya Boyarchenko
,
et al.
VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED...
...Since the groundbreaking work of Black and Scholes [
4
] the development of financial market models has gone a long way...
F. Gerlich
,
et al.
Parameter identification in financial market models with a feasible po...
...The existence of smiles/skews suggests that the LogNormal assumption of the underlying process (Black and Scholes,
1973
) should be relaxed to develop a more general class of models...
Joanne E. Kennedy
,
et al.
On the Approximation of the SABR Model: A Probabilistic Approach
References
(8)
The Valuation of Option Contracts and a Test of Market Efficiency
(
Citations: 255
)
Fischer Black
,
Myron S Scholes
Published in 1972.
Elements of a Theory of StockOption Value
(
Citations: 27
)
A. James Boness
Journal:
Journal of Political Economy  J POLIT ECON
, vol. 72, no. 2, 1964
Dividend Policy, Growth, and the Valuation of Shares
(
Citations: 916
)
Merton H. Miller
,
Franco Modigliani
Journal:
Journal of Business  J BUS
, vol. 34, no. 4, 1961
The Cost of Capital, Corporation Finance and the Theory of Investment
(
Citations: 2002
)
Franco Modigliani
,
Merton Miller
Published in 1958.
Equilibrium in a Capital Asset Market
(
Citations: 657
)
J Mossin
Published in 1966.
Sort by:
Citations
(6797)
Optimal bank interest margin and default risk in equity returns under the return to domestic retail with structural breaks
JengYan Tsai
,
JyhHorng Lin
Journal:
Applied Economics  APPL ECON
, vol. 45, no. 6, pp. 753764, 2013
Affine fractional stochastic volatility models
(
Citations: 8
)
F. Comte
,
L. Coutin
,
E. Renault
Journal:
Annals of Finance
, vol. 6, no. 4, pp. 142, 2012
SEM Modeling with Singular Moment Matrices Part II: MLEstimation of Sampled Stochastic Differential Equations
(
Citations: 2
)
HERMANN SINGER
Journal:
Journal of Mathematical Sociology  J MATH SOCIOL
, vol. 36, no. 1, pp. 2243, 2012
Estimation and pricing under longmemory stochastic volatility
(
Citations: 3
)
Alexandra Chronopoulou
,
Frederi G. Viens
Journal:
Annals of Finance
, vol. 6, no. 3, pp. 125, 2012
Did the Market Signal Impending Problems at Northern Rock? An Analysis of Four Financial Instruments
(
Citations: 3
)
Paul Hamalainen
,
Adrian Pop
,
Max Hall
,
Barry Howcroft
Published in 2012.