The Black-Scholes paper: a personal perspective

DOI10.1007/S10203-023-00415-ZzbMATH Open1530.91574OpenAlexW4387906886MaRDI QIDQ6089421FDOQ6089421

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

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zbMATH Keywords

option pricingdynamic hedgingrealized variance

Mathematics Subject Classification ID

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

Cites Work

• The pricing of options and corporate liabilities
• Title not available (Why is that?)
• Title not available (Why is that?)
• Martingales and stochastic integrals in the theory of continuous trading
• Arbitrage pricing with incomplete markets

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