The Black-Scholes paper: a personal perspective

DOI10.1007/S10203-023-00415-ZMaRDI QIDQ6089421zbMATH OpenOpenAlexFDO

Authors Anthony Neuberger

Publication date 17 November 2023

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10203-023-00415-z

zbMATH Keywords

option pricingdynamic hedgingrealized variance

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites work

• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 6137478 (Why is no real title available?)
• Arbitrage pricing with incomplete markets
• Martingales and stochastic integrals in the theory of continuous trading
• The pricing of options and corporate liabilities

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