scientific article; zbMATH DE number 7088115

zbMATH Open1418.91504MaRDI QIDQ5226691FDOQ5226691

Authors Fischer Black, Myron Scholes

Publication date 1 August 2019

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

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Cited in

(9)

• Trinomial tree based option pricing model in supply chain financing
• Option pricing when underlying stock returns are discontinuous
• \textit{Independent approximates} enable closed-form estimation of heavy-tailed distributions
• Pricing Options on Defaultable Stocks*
• Variable purchase options
• The pricing of options and corporate liabilities
• Option pricing: A simplified approach
• A nonlinear Bayesian filtering approach to estimating adaptive market effciency
• The application of CCA in the company liabilities pricing

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