Black-Scholes Revisited: Some Important Details-Reference-Cited by-同舟云学术

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Black-Scholes Revisited: Some Important Details

Published:1993-02 Issue:1 Volume:28 Page:77-90
ISSN:0732-8516
Container-title:The Financial Review
language:en
Short-container-title:Financial Review

Author:

Beck Thomas M.

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6288.1993.tb01338.x/fullpdf

Reference11 articles.

1. [2]Yaacov Zvi Bergman . Pricing of Contingent Claims in Perfect and Imperfect Markets. Unpublished Ph.D.thesis , Berkeley, California, 1982 .

2. The Pricing of Options and Corporate Liabilities

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Black-Scholes-Merton Option Pricing Revisited: Did we Find a Fatal Flaw?;SSRN Electronic Journal;2023

2. Alternative Methods to Derive Option Pricing Models;Financial Econometrics, Mathematics and Statistics;2019

3. Alternative methods to derive option pricing models: review and comparison;Review of Quantitative Finance and Accounting;2015-03-25

4. The Binomial Model and Risk Neutrality: Some Important Details;The Financial Review;1995-08

5. The Binomial Model and Risk Neutrality: Some Important Details;SSRN Electronic Journal;1994

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