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Black–Scholes model

Known as: Midas formula, Black-Scholes pricing formula, Midas (disambiguation) 
The Black–Scholes /ˌblæk ˈʃoʊlz/ or Black–Scholes–Merton model is a mathematical model of a financial market containing derivative investment… 
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Related topics

Related topics

19 relations
Black modelBrownian model of financial marketsDatar–Mathews method for real option valuationEquation solving

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
Review
2013
Review
2013
In the Cause of Freedom: Radical Black Internationalism from Harlem to London
Minkah Makalani, In the Cause of Freedom: Radical Black Internationalism from Harlem to London, 1917-1939, Chapel Hill… 
2009
2009
CALIBRATION OF THE SUBDIFFUSIVE BLACK-SCHOLES MODEL
In this paper we discuss subdiffusive mechanism for the description of some stock markets. We analyse the fractional Black… 
Highly Cited
2008
Highly Cited
2008
The genesis of the Black-Scholes option pricing formula
Innovations in the finance industry are an important tool to enhance profitability and to increase a nation's wealth. It… 
Review
2004
Review
2004
Is it the Weather?
We show that results in the recent strand of the literature, which tries to explain stock returns by weather induced mood shifts… 
Highly Cited
2004
Highly Cited
2004
Normal mixture diffusion with uncertain volatility: Modelling short- and long-term smile effects
Highly Cited
2001
Highly Cited
2001
On the use of boundary conditions for variational formulations arising in financial mathematics
2001
2001
Numerical investigation of early exercise in American puts with discrete dividends
It is well known that early exercise of an American put may not be optimal for some time before the asset goes ex dividend. This… 
Highly Cited
1998
Highly Cited
1998
The Pricing of Embedded Options in Real Estate Lease Contracts
Leases and rental agreements often have options attached or embedded in them. These options sometimes depend on a number of… 
Highly Cited
1997
Highly Cited
1997
Heterogeneity and Option Pricing
An economy with agents having constant yetheterogeneous degrees of relative risk aversion prices assetsas though there were a… 
Review
1996
Review
1996
Anomalies in Option Pricing: The Black-Scholes Model Revisited
In 1973, Myron Scholes and the late Fischer Black published their seminal paper on option pricing. The Black-Scholes model… 
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