scientific article; zbMATH DE number 7088115

zbMATH Open1418.91504MaRDI QIDQ5226691FDOQ5226691

Authors: Fischer Black, Myron Scholes 

Publication date: 1 August 2019

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

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

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• The application of CCA in the company liabilities pricing
• \textit{Independent approximates} enable closed-form estimation of heavy-tailed distributions
• Pricing Options on Defaultable Stocks*
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• Variable purchase options

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