434 citations found. Retrieving documents...
Black F. and M. Scholes, (1973), "The Pricing of Options and Corporate Liabilities ", Journal of Political Economy, 81 (May-June), 637-654.

 Home/Search   Document Not in Database   Summary   Related Articles   Check  

This paper is cited in the following contexts:

First 50 documents  Next 50

Real Option Models For Managing Manufacturing System.. - Nembhard, Shi, Park (2000)   Self-citation (Black)   (Correct)

No context found.

BLACK, F. and M. SCHOLES, "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, Vol. 81, 1973, pp. 637-659.


Unknown - Omega Gamma Norm   Self-citation (Black Scholes)   (Correct)

No context found.

Black, F. and Scholes, M. The pricing of options and corporate liabilities. The Journal of Political Economy, 81(1):637--654, 1973.


Vicky Henderson - Princeton University David   (Correct)

No context found.

Black F. and M. Scholes, (1973), "The Pricing of Options and Corporate Liabilities ", Journal of Political Economy, 81 (May-June), 637-654.


A Survey of Mathematical Finance - Hobson   (Correct)

No context found.

Black, F. and M. Scholes; The pricing of options and corporate liabilities, J. Political Economy, 81, 637-654, 1973.


A Survey of Mathematical Finance - Hobson (2004)   (Correct)

No context found.

Black, F. and M. Scholes (1973); The pricing of options and corporate liabilities, J. Political Economy, 81, 637-654.


Transaction Costs and Non-Markovian Delta Hedging - Albanese, Tompaidis (1995)   (Correct)

No context found.

Black, F. and Scholes, M., 1973, "The Pricing of Options and Corporate Liabilities", Journal of Political Economy, 81 , pp. 637-654 .


Option Pricing In Incomplete Markets - David Hobson First   (Correct)

No context found.

BLACK, F. and SCHOLES, M. : The pricing of options and corporate liabilities. J. Political Economics, 87, 637-659, 1973.


Textual and Quantitative Analysis: Towards a new.. - Ahmad, Gillam, Cheng (2005)   (Correct)

No context found.

Black, F., and Scholes, M. (1973). `The Pricing of Options and Corporate Liabilities'. Journal of Political Economy, Vol 81, pp 637-654.


Unknown -   (Correct)

No context found.

Black, F. and Scholes, M. (1973). The pricing of options and corporate liabilities, Journal of Political Economy 81: 637-659.


Portfolio Optimization under Partially Observed Stochastic.. - Viens   (Correct)

No context found.

Black, F.; Scholes, M. The pricing of options and corporate liabilities. J. Political Economy ## (1973), 635-654.


Unknown -   (Correct)

No context found.

Black, F. and Scholes, M. (1973). The pricing of options and corporate liabilities, Journal of Political Economy 81: 637-659.


Reports of the Department of Mathematical Information.. - Series Scientific..   (Correct)

No context found.

F. BLACK AND M. SCHOLES, The pricing of options and corporate liabilities, J. Political Economy, 81 (1973), pp. 637--654.


Computational Risk Management for Building Highly Reliable .. - Chun, Buonadonna, Ng   (Correct)

No context found.

F. Black and M. Scholes. The Pricing of Options and Corporate Liabilities. Journal of Political Economy, 81:637--659, May--June 1973.


Operator Splitting Methods for American Options . . . - Ikonen, al. (2004)   (Correct)

No context found.

F. Black and M. Scholes. The pricing of options and corporate liabilities. J. Political Economy, 81, 637--654, 1973.


Pricing American Options Using LU Decomposition - Ikonen, Toivanen (2004)   (Correct)

No context found.

F. Black and M. Scholes, The pricing of options and corporate liabilities, Journal of Political Economy, 81 (1973), pp. 637--654.


Componentwise Splitting Methods for Pricing American Options .. - Ikonen, Toivanen (2005)   (Correct)

No context found.

F. Black and M. Scholes. The pricing of options and corporate liabilities. J. Political Economy, 81:637--654, 1973. 26


Operator Splitting Methods for Pricing American Options with .. - Ikonen, Toivanen (2004)   (Correct)

No context found.

F. Black and M. Scholes. The pricing of options and corporate liabilities. Journal of Political Economy, 81:637--654, 1973.


Methods of Loan Guarantee Valuation and Accounting.. - November Partial..   (Correct)

No context found.

Black, Fisher and Myron Scholes. 1973. "The Pricing of Options and Corporate Liabilities." Journal of Political Economy 81:637-659.


Automating the Analysis of Option Pricing.. - Verykios.. (2001)   (1 citation)  (Correct)

No context found.

F. Black and M. Scholes, "The pricing of options and corporate liabilities, " J. Pol. Econ., vol. 81, pp. 637--659, 1973.


Credit Risk Models II: Structural Models - Elizalde (2003)   (Correct)

No context found.

Black, F., and Scholes, M., 1973, "The Pricing of Options and Corporate Liabilities ", Journal of Political Economy, Vol. 81, p. 637-654.


Financial Prediction and Trading Strategies Using.. - Pantazopoulos.. (1998)   (1 citation)  (Correct)

No context found.

F. Black and M. Scholes, "The pricing of options and corporate liabilities," J. Polit. Econ., vol. 81, pp. 637--659, May/June 1973.


Market-Based Control of Mobile-Agent Systems - Bredin (2001)   (Correct)

No context found.

Fischer Black and Myron Scholes. The pricing of options and corporate liabilities. Journal of Political Economy, 81:637--654, 1973.


Network Capacity Sharing with QoS as a Financial Derivative.. - Rasmusson (2002)   (Correct)

No context found.

Fisher Black and Myron Scholes. The Pricing of Options and Corporate Liabilities. Journal of Political Economy, 81(3):637--654, 1973.


Market-Based Control of Mobile-Agent Systems - Bredin   (Correct)

No context found.

Fischer Black and Myron Scholes. The pricing of options and corporate liabilities. Journal of Political Economy, 81:637-654, 1973.


The Term Structure of Defaultable Bond Prices - Schönbucher (1996)   (Correct)

No context found.

Black F. and Scholes M. "The pricing of options and corporate liabilities." Journal of Political Economy (1973). 81: 637--54.


Static versus Dynamic Arbitrage Bounds on Multivariate Option.. - d'Aspremont (2004)   (Correct)

No context found.

F. Black and M. Scholes, The pricing of options and corporate liabilities, Journal of Political Economy 81 (1973), 637--659.


Numerical Methods for Nonlinear Equations in Option Pricing - Pooley (2003)   (Correct)

No context found.

F. Black and M. Scholes. The pricing of options and corporate liabilities. Journal of Political Economy, 81:637--659, 1973.


Estimating Merton's Model by Maximum Likelihood with .. - Duan, Gauthier.. (2003)   (Correct)

No context found.

Black, F. and M. Scholes, 1973, The Pricing of Options and Corporate Liabilities, Journal of Political Economy 81, 637--659.


On the complete model with stochastic volatility by Hobson .. - Di Francesco, Pascucci   (Correct)

No context found.

F. Black and M. Scholes, The pricing of options and corporate liabilities, J. Political Economy, 81 (1973), pp. 637--654.


Duality and Derivative Pricing with Lévy Processes - Fajardo, Mordecki (2003)   (Correct)

No context found.

Black, R., and Scholes, M. (1973):\ The pricing of options and corporate liabilities. Journal of Political Economy" 81, 637-659.


On the Nature of the Stock Market: Simulations and Experiments - Blok (2000)   (Correct)

No context found.

Fischer Black and Myron Scholes. The pricing of options and corporate liabilities. J. Political Economy, 81:637--654, 1973.


On the Pricing of Credit Spread Options: a Two Factor.. - Garcia, Van Ginderen.. (2001)   (Correct)

No context found.

Black F. and M Scholes, The Pricing of Options and Corporate Liabilities, Journal of Political Economy, 81 (1973), pp. 634-54.


Evaluating Software Architectures: Development, Stability.. - Rami Bahsoon And (2003)   (1 citation)  (Correct)

No context found.

Black, F., and Scholes, M. (1973). The Pricing of Options and Corporate Liabilities. Journal of Political Economy.


Approximation by Radial Basis Function Networks -.. - Lendasse, Lee, de .. (2003)   (Correct)

No context found.

Black F., Sholes N. (1973), "The pricing of options and corporate liabilities", Journal of Political Economy, 81, pp. 637-659.


Justifying Information Technology Investments: Balancing the.. - Clemons, Gu (2003)   (Correct)

No context found.

Black, F. and Scholes, M. "The Pricing of Options and Corporate Liabilities" The Journal of Political Economy, Vol. 81, No. 3. (May - Jun., 1973), pp. 637-654.


A Dynamic Programming Approach for Pricing Options.. - Ben-Ameur.. (2004)   (Correct)

No context found.

Black, F. and M. Scholes, "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, 81 (1973), 637--654.


Smile at the Uncertainty - Brigo, Mercurio, Rapisarda (2004)   (Correct)

No context found.

Black, F. and Scholes, M. (1973) The Pricing of Options and Corporate Liabilities. Journal of Political Economy 81, 637-659.


Connecting Univariate Smiles and Basket Dynamics: A New .. - Brigo, Mercurio.. (2004)   (Correct)

No context found.

F.Black, M.Scholes, The Pricing of Options and Corporate Liabilities, J.Political Economy 81 (1973)


Implicit-Explicit Numerical Schemes for Jump-Diffusion.. - Briani, Natalini, Russo   (Correct)

No context found.

F. Black and M. Scholes. The pricing of option and corporate liabilities. J. Political Econom., 72:637-- 659, (1973).


Stable Laws And The Present Value Of Fixed Cash-Flows - Goovaerts, De Schepper..   (Correct)

No context found.

Black F., and Scholes M. 1973. "The pricing of options and corporate liabilities", Journal of Political Economy 81(3): 637-654.


Approximating the GJR-GARCH and EGARCH Option Pricing.. - Jin-Chuan Duan Genevieve   (Correct)

No context found.

Black, F. and M. Scholes (1973). The Pricing of Options and Corporate Liabilities. Journal of Political Economy, 81, 637-659.


Bounds for the Price of Discrete Arithmetic Asian Options - Vanmaele, Deelstra..   (Correct)

No context found.

Black, F., and Scholes, M. "The pricing of options and corporate liabilities", Journal of Political Economy, 81 (1973), 637-659.


Keep Your Options Open: Extreme Programming and the.. - Erdogmus, Favaro (2003)   (Correct)

No context found.

F. Black, M. Scholes. "The Pricing of Options and Corporate Liabilities." Journal of Political Economy, Volume 81, 1973.


Strategic Investment Planning by Using Dynamic Decision Trees - Eter Majlender Turku   (Correct)

No context found.

F. Black and M. Scholes. The pricing of options and corporate liabilities. Journal of Political Economy, 81:637--659, 1973.


The Unscented Kalman Filter - Wan, van der Merwe (2001)   (12 citations)  (Correct)

No context found.

F. Black and M. Scholes. The pricing of options and corporate liabilities. Journal of Political Economy, 81:637-659, 1973.


The Inverse Problem of Option Pricing - Isakov (2004)   (3 citations)  (Correct)

No context found.

F. Black, M. Scholes 1973 The pricing of options and corporate liabilities, J. Political Econ., 81, 637-659.


A Sensitivity Analysis for the N-Fold Compound Option - Liesbeth Thomassen And   (Correct)

No context found.

Black F., Scholes M., 1973, "The Pricing of Options and Corporate Liabilities", Journal of Political Economy, volume 81, nr.3, May/June.


Do Stock Returns Follow a Finite Variance Distribution? - Shao, Yu, Yu (2000)   (Correct)

No context found.

Black, F. and M. Scholes. (1973). The pricing of options and corporate liabilities. Journal of Political Economics. 81 637--653.


Market-based Control of Mobile-agent Systems - Jonathan Bredin Department (2001)   (Correct)

No context found.

Fischer Black and Myron Scholes. The pricing of options and corporate liabilities. Journal of Political Economy, 81:637--654, 1973.


The Concept of Comonotonicity in Actuarial Science .. - Dhaene, Denuit.. (2002)   (Correct)

No context found.

Black, F.; Scholes, M. 1973). "The pricing of options and corporate liabilities", Journal of Political Economy, 81 May-Ju#S]O 637-659.

First 50 documents  Next 50

Online articles have much greater impact   More about CiteSeer.IST   Add search form to your site   Submit documents   Feedback  

CiteSeer.IST - Copyright Penn State and NEC