About: The pricing of options and corporate liabilities

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rdf:type	Item
description	wetenschappelijk artikel (nl) наукова стаття, опублікована в травні 1973 (uk) Fischer Black et Myron Scholes - Fiche de lecture; L'article de Fischer Black et Myron Scholes « The Pricing of Options and Corporate Liabilities » (L'Évaluation des options et des dettes privées), paru en mai 1973 dans le Journal of Politi (fr)
publication date	wds:Q51845526-87B67576-BF4C-4BE5-ACC5-7328362EE60C
publication date	1973-05-01 00:00:00Z (xsd:dateTime)
language of work or name	wds:Q51845526-fe45b771-4ddf-8ff3-b40c-170bcfff53f4
language of work or name	English
cites work	wds:Q51845526-1c718658-4bd8-052e-48d1-e4b0a40ae5f4 wds:Q51845526-5e74a500-487b-6ac4-5dc8-20ac1a705033 wds:Q51845526-bb1e3d29-42b2-3ef2-0e42-178b7757ce10
cites work	Theory of Rational Option Pricing Elements of a Theory of Stock-Option Value Equilibrium in a Capital Asset Market
rdfs:label	The Pricing of Options and Corporate Liabilities (nl) The pricing of options and corporate liabilities (en) The pricing of options and corporate liabilities (fr)
skos:prefLabel	The Pricing of Options and Corporate Liabilities (nl) The pricing of options and corporate liabilities (en) The pricing of options and corporate liabilities (fr)
name	The Pricing of Options and Corporate Liabilities (nl) The pricing of options and corporate liabilities (en) The pricing of options and corporate liabilities (fr)
author	wds:Q51845526-1e08f4ee-4041-a6e5-9a48-71826837a66c wds:Q51845526-2ba07bf0-48dd-e2c1-0322-40b400cb3606
author	Myron Scholes Fischer Black
title	wds:Q51845526-B5B947D0-BD3E-4CBA-B1AC-1D8A131FD230
title	The Pricing of Options and Corporate Liabilities (en)
page(s)	wds:Q51845526-A867C7F0-4CF3-4D8B-81E8-926616D41AF2
page(s)	637-654
instance of	wds:Q51845526-40E985BF-90BD-4BF9-8B72-FBBA35BEF7A0 wds:Q51845526-92432bdd-4621-039d-7611-2fccd315e102
instance of	work scholarly article
published in	wds:Q51845526-F724732E-85AC-4E1C-BFDB-107A58FE2449
published in	Journal of Political Economy
issue	wds:Q51845526-61FF7D80-B1BB-4BF7-B9AB-66491F2B409F
volume	wds:Q51845526-B9938E5E-BFC5-48FF-9E61-BAF2BFEC6CFF
issue	3
volume	81
DOI	wds:Q51845526-590B64BD-EE39-4544-9DD0-4A2D57D8BBD4
DOI	http://dx.doi.org/10.1086/260062
DOI	10.1086/260062
skos:altLabel	The Pricing of Options and Corporate Liabilities (en)
Encyclopædia Universalis ID	wds:Q51845526-0936C523-804C-4669-9573-4C15F01F5AA2
maintained by WikiProject	wds:Q51845526-BBBB427A-5F3B-4940-801C-3343FC2C96F8
Encyclopædia Universalis ID	the-pricing-of-options-and-corporate-liabilities
maintained by WikiProject	WikiProject Mathematics
zbMATH Open document ID	wds:Q51845526-A900A98D-7286-4782-975E-F4503A325AC6
zbMATH Open document ID	1092.91524
ResearchGate publication ID	wds:Q51845526-E8618339-6541-4863-94DD-3815D855936B
ResearchGate publication ID	24107394
is owl:sameAs of	The pricing of options and corporate liabilities
is about of	https://www.wikidata.org/wiki/Special:EntityData/Q51845526
is cites work of	Highly nonrandom features of synaptic connectivity in local cortical circuits Neural economics and the biological substrates of valuation Scaling and memory in volatility return intervals in financial markets Statistical properties of the volatility of price fluctuations Foreign exchange market data analysis reveals statistical features that predict price movement acceleration Top-down causation and emergence: some comments on mechanisms Novelty, stress, and biological roots in human market behavior Leverage causes fat tails and clustered volatility Recurrent, robust and scalable patterns underlie human approach and avoidance An Equation and its Worlds The psychophysiology of real-time financial risk processing. Emergence of skew distributions in controlled growth processes. Problems with using the normal distribution--and ways to improve quality and efficiency of data analysis Valuing flexibilities in the design of urban water management systems Irregularity, volatility, risk, and financial market time series Random matrix theory analysis of cross correlations in financial markets Scale-freeness and biological networks Solvable stochastic dealer models for financial markets Discounting the distant future: how much do uncertain rates increase valuations? Probabilistic forecasting using stochastic diffusion models, with applications to cohort processes of marriage and fertility Scaling and memory of intraday volatility return intervals in stock markets. Reversible and noisy progression towards a commitment point enables adaptable and reliable cellular decision-making A real options approach to watchful waiting: theory and an illustration. First-passage and first-exit times of a Bessel-like stochastic process. Countermove: how CEOs respond to post-acquisition compensation adjustments 'The formula that killed Wall Street': the Gaussian copula and modelling practices in investment banking. Modeling subject-specific phase-dependent effects and variations in longitudinal responses via a geometric Brownian motion process. Superstatistical fluctuations in time series: applications to share-price dynamics and turbulence Learning Minimal Latent Directed Information Polytrees Time parameters and Lorentz transformations of relativistic stochastic processes. Path Dependent Options: The Case of Lookback Options A Fast Fourier Transform Technique for Pricing European Options with Stochastic Volatility and Jump Risk A Simple Numerical Method for Pricing an American Put Option A Finite Difference Scheme for Pricing American Put Options under Kou's Jump-Diffusion Model Option Pricing under Risk-Minimization Criterion in an Incomplete Market with the Finite Difference Method Pricing Extendible Options Using the Fast Fourier Transform Accuracy, Robustness, and Efficiency of the Linear Boundary Condition for the Black-Scholes Equations Health ROI as a measure of misalignment of biomedical needs and resources A regularization approach to continuous learning with an application to financial derivatives pricing. A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options Volatility: a hidden Markov process in financial time series. Power-law-distributed level crossings define fractal behavior. Pricing Interest-Rate-Derivative Securities Faber-Schauder Wavelet Sparse Grid Approach for Option Pricing with Transactions Cost Fractional Order Stochastic Differential Equation with Application in European Option Pricing

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