Myron S. Scholes : Citation Profile


Are you Myron S. Scholes?

Stanford University

14

H index

19

i10 index

7549

Citations

RESEARCH PRODUCTION:

31

Articles

12

Papers

4

Chapters

RESEARCH ACTIVITY:

   42 years (1972 - 2014). See details.
   Cites by year: 179
   Journals where Myron S. Scholes has often published
   Relations with other researchers
   Recent citing documents: 387.    Total self citations: 3 (0.04 %)

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   Permalink: http://citec.repec.org/psc29
   Updated: 2021-02-20    RAS profile: 2020-02-06    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Myron S. Scholes.

Is cited by:

Platen, Eckhard (30)

Christoffersen, Peter (29)

Renneboog, Luc (22)

Tabak, Benjamin (21)

Venegas-Martínez, Francisco (21)

Veld, Chris (21)

Miao, Jianjun (21)

Chiarella, Carl (21)

Schlogl, Erik (19)

Wu, Liuren (18)

Engle, Robert (17)

Cites to:

Jarrow, Robert (12)

Dybvig, Philip (11)

Chen, Zhiwu (11)

Longstaff, Francis (10)

Dybvig, Phillip (10)

Kau, James (9)

Brennan, Michael (9)

merton, robert (9)

Duffie, Darrell (9)

Marcus, Alan (9)

Stulz, René (8)

Main data


Where Myron S. Scholes has published?


Journals with more than one article published# docs
Journal of Finance8
Journal of Financial Economics4
The Journal of Business4
American Economic Review2
Journal of Financial Transformation2
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
Research Papers / Stanford University, Graduate School of Business2

Recent works citing Myron S. Scholes (2021 and 2020)


YearTitle of citing document
2020Large Bets and Stock Market Crashes. (2020). Kyle, Albert S ; Obizhaeva, Anna A. In: Working Papers. RePEc:abo:neswpt:w0269.

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2020Quantifying the U.S. Market Response to the African Swine Fever Outbreak in China. (2020). Schulz, Lee ; Pudenz, Christopher C. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304298.

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2020Model-Independent Price Bounds for Catastrophic Mortality Bonds. (2016). Sabanis, Sotirios ; Bahl, Raj Kumari . In: Papers. RePEc:arx:papers:1607.07108.

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2020Gated Neural Networks for Option Pricing: Rationality by Design. (2016). Yang, Yongxin ; Hospedales, Timothy M ; Zheng, YU. In: Papers. RePEc:arx:papers:1609.07472.

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2020Option Pricing with Greed and Fear Factor: The Rational Finance Approach. (2017). Fabozzi, Frank ; Racheva-Iotova, Boryana. In: Papers. RePEc:arx:papers:1709.08134.

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2020Rational Models for Inflation-Linked Derivatives. (2018). Sloth, David ; Skovmand, David ; Macrina, Andrea ; Dam, Henrik. In: Papers. RePEc:arx:papers:1801.08804.

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2020Market Impact in a Latent Order Book. (2018). Lemhadri, Ismael. In: Papers. RePEc:arx:papers:1802.06101.

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2020A Generalized Framework for Simultaneous Long-Short Feedback Trading. (2018). Burke, Kevin ; O'Brien, Joseph D. In: Papers. RePEc:arx:papers:1806.05561.

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2020Option pricing models without probability. (2019). Brigo, Damiano ; Cass, Thomas ; Bellani, Claudio ; Armstrong, John. In: Papers. RePEc:arx:papers:1808.09378.

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2020Fast calibration of two-factor models for energy option pricing. (2018). de Nicolao, Giuseppe ; Marziali, Andrea ; Fabbiani, Emanuele. In: Papers. RePEc:arx:papers:1809.03941.

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2020Closed-form expansions with respect to the mixing solution for option pricing under stochastic volatility. (2019). Langren, Nicolas ; Das, Kaustav. In: Papers. RePEc:arx:papers:1812.07803.

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2020A weighted finite difference method for subdiffusive Black Scholes Model. (2019). Plociniczak, Lukasz ; Magdziarz, Marcin ; Zanowski, Grzegorz Krzy. In: Papers. RePEc:arx:papers:1907.00297.

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2020Stochastic Price Dynamics Equations Via Supply and Demand; Implications for Volatility and Risk. (2019). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1908.01103.

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2021An analytical perturbative solution to the Merton Garman model using symmetries. (2019). Shaw, Nathaniel Wiesendanger ; Calmet, Xavier. In: Papers. RePEc:arx:papers:1909.01413.

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2020Arbitrage-free modeling under Knightian Uncertainty. (2019). Maggis, Marco ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1909.04602.

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2021Dynamics of symmetric SSVI smiles and implied volatility bubbles. (2019). Martini, Claude ; Jacquier, Antoine ; el Amrani, Mehdi. In: Papers. RePEc:arx:papers:1909.10272.

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2020Mixed Levy Subordinated Market Model and Implied Probability Weighting Function. (2019). Fabozzi, Frank J ; Rachev, Svetlozar T ; Hu, Yuan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1910.05902.

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2021The value of power-related options under spectrally negative L\evy processes. (2019). Aguilar, Jean-Philippe. In: Papers. RePEc:arx:papers:1910.07971.

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2020Quantization-based Bermudan option pricing in the $FX$ world. (2019). Pages, Gilles ; Montes, Thibaut ; Lemaire, Vincent ; Fayolle, Jean-Michel. In: Papers. RePEc:arx:papers:1911.05462.

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2020Closed Quantum Black-Scholes: Quantum Drift and the Heisenberg Equation of Motion. (2019). Hicks, Will. In: Papers. RePEc:arx:papers:1911.11475.

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2020Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning. (2019). Hanson, Erik ; Nganje, William ; Sengupta, Indranil. In: Papers. RePEc:arx:papers:1911.13300.

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2021A Quantum algorithm for linear PDEs arising in Finance. (2019). Oumgari, Mugad ; Jacquier, Antoine ; Fontanela, Filipe. In: Papers. RePEc:arx:papers:1912.02753.

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2021Finance Without Brownian Motions: An Introduction To Simplified Stochastic Calculus. (2019). Ruf, Johannes ; Vcern, Alevs . In: Papers. RePEc:arx:papers:1912.03651.

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2020Option Pricing in an Investment Risk-Return Setting. (2020). Stoyanov, Stoyan V ; Fabozzi, Frank J ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2001.00737.

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2020Hedging problems for Asian options with transactions costs. (2020). Shishkova, Alena ; Pergamenchtchikov, Serguei. In: Papers. RePEc:arx:papers:2001.01443.

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2020Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures. (2020). Li, Jonathan Yumeng ; Delage, Erick ; Marzban, Saeed . In: Papers. RePEc:arx:papers:2002.02876.

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2020Equal risk option pricing with deep reinforcement learning. (2020). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2002.08492.

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2020Geometric Step Options with Jumps. Parity Relations, PIDEs, and Semi-Analytical Pricing. (2020). Mathys, Ludovic ; Farkas, Walter. In: Papers. RePEc:arx:papers:2002.09911.

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2020Convex Optimization Over Risk-Neutral Probabilities. (2020). Boyd, Stephen ; Tuck, Jonathan ; Barratt, Shane. In: Papers. RePEc:arx:papers:2003.02878.

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2020An iterative splitting method for pricing European options under the Heston model. (2020). Huang, Zhongyi ; Li, Hongshan. In: Papers. RePEc:arx:papers:2003.12934.

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2020Correlating L\evy processes with Self-Decomposability: Applications to Energy Markets. (2020). Sasso, Emanuela ; Sabino, Piergiacomo ; Gardini, Matteo. In: Papers. RePEc:arx:papers:2004.04048.

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2020On the multiplicity of the martingale condition: Spontaneous symmetry breaking in Quantum Finance. (2020). Tse, Alan Ching-Biu ; Au, Alan ; Arraut, Ivan. In: Papers. RePEc:arx:papers:2004.11270.

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2020Short-Term Investments and Indices of Risk. (2020). Schreiber, Amnon ; Heller, Yuval. In: Papers. RePEc:arx:papers:2005.06576.

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2020Explicit approximations for option prices via Malliavin calculus for the stochastic Verhulst volatility model. (2020). Langren, Nicolas ; Das, Kaustav. In: Papers. RePEc:arx:papers:2006.01542.

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2020Existence of equivalent local martingale deflators in semimartingale market models. (2020). Platen, Eckhard ; Tappe, Stefan. In: Papers. RePEc:arx:papers:2006.01572.

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2020Quant Bust 2020. (2020). Kakushadze, Zura. In: Papers. RePEc:arx:papers:2006.05632.

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2020Tempered Stable Processes with Time Varying Exponential Tails. (2020). Douady, Raphael ; Roh, Kum-Hwan ; Kim, Young Shin. In: Papers. RePEc:arx:papers:2006.07669.

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2020Liquidity Provider Returns in Geometric Mean Markets. (2020). Evans, Alex. In: Papers. RePEc:arx:papers:2006.08806.

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2020Robust uncertainty sensitivity analysis. (2020). Drapeau, Samuel ; Bartl, Daniel ; Wiesel, Johannes ; Obloj, Jan. In: Papers. RePEc:arx:papers:2006.12022.

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2020Optimal Hedging in Incomplete Markets. (2020). Hughston, Lane P ; Bouzianis, George. In: Papers. RePEc:arx:papers:2006.12989.

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2021Quantum computing for Finance: state of the art and future prospects. (2020). Gambella, Claudio ; Egger, Daniel J ; Yndurain, Elena ; Woerner, Stefan ; Simonetto, Andrea ; Raymond, Rudy ; Mevissen, Martin ; McFaddin, Scott ; Marecek, Jakub. In: Papers. RePEc:arx:papers:2006.14510.

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2020A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Papers. RePEc:arx:papers:2006.15312.

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2020Dynamic Hedging using Generated Genetic Programming Implied Volatility Models. (2020). Abdelmalek, Wafa ; Abid, Fathi ; ben Hamida, Sana. In: Papers. RePEc:arx:papers:2006.16407.

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2020Expectation and Price in Incomplete Markets. (2020). McCloud, Paul. In: Papers. RePEc:arx:papers:2006.16703.

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2020Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility. (2020). Abdelmalek, Wafa ; ben Hamida, Sana ; Abid, Fathi. In: Papers. RePEc:arx:papers:2007.07207.

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2020Deep Hedging of Long-Term Financial Derivatives. (2020). Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2007.15128.

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2020Data-Driven Option Pricing using Single and Multi-Asset Supervised Learning. (2020). Tanksale, Atharva ; Rajani, Sharan ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2008.00462.

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2020Insider Ownership and Dividend Payout Policy: The Role of Business Cycle. (2020). Aliyeva, Asmar. In: Papers. RePEc:arx:papers:2008.04069.

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2020Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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2020Endogenous Stochastic Arbitrage Bubbles and the Black--Scholes model. (2020). Contreras, Mauricio. In: Papers. RePEc:arx:papers:2009.09329.

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2020The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2020). Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2009.10972.

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2020Practical Option Valuations of Futures Contracts with Negative Underlying Prices. (2020). Martinez, Guillermo ; Soufiani, Elham ; Roldan-Contreras, Ana ; Swishchuk, Anatoliy ; Yao, Yao ; Agrawal, Nishant ; Seifi, Mohsen. In: Papers. RePEc:arx:papers:2009.12350.

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2020A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets. (2020). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2010.07402.

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2020Heteroscedasticity test of high-frequency data with jumps and microstructure noise. (2020). Liu, Zhi ; Zhang, Chuanhai. In: Papers. RePEc:arx:papers:2010.07659.

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2020Option Hedging with Risk Averse Reinforcement Learning. (2020). Trapletti, Michele ; Vittori, Edoardo ; Restelli, Marcello. In: Papers. RePEc:arx:papers:2010.12245.

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2020Options Pricing for Two Stocks by Black Sholes Time Fractional Order NonLinear Partial Differential Equation. (2020). Hafeez, Saeed ; Zakaria, Kamran. In: Papers. RePEc:arx:papers:2010.13411.

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2020A Finite Element Approach to the Numerical Solutions of Lelands Mode. (2020). Erlangga, Yogi Ahmad ; Wei, Dongming ; Zhumakhanova, Gulzat. In: Papers. RePEc:arx:papers:2010.13541.

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2020Derivatives Pricing in Non-Arbitrage Market. (2020). Gonchar, N S. In: Papers. RePEc:arx:papers:2010.13630.

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2020Generalised geometric Brownian motion: Theory and applications to option pricing. (2020). Stojkoski, Viktor ; Metzler, Ralf ; Kocarev, Ljupco ; Basnarkov, Lasko ; Sandev, Trifce . In: Papers. RePEc:arx:papers:2011.00312.

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2020Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry. (2020). Halperin, Igor. In: Papers. RePEc:arx:papers:2011.01417.

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2020A bivariate Normal Inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets. (2020). Sabino, Piergiacomo ; Gardini, Matteo ; Sasso, Emanuela. In: Papers. RePEc:arx:papers:2011.04256.

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2020Spontaneous symmetry breaking in Quantum Finance. (2020). Au, Alan ; Arraut, Ivan ; Tse, Alan Ching-Biu. In: Papers. RePEc:arx:papers:2011.05278.

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2020Portfolio Risk Measurement Using a Mixture Simulation Approach. (2020). Sharifi, Azin ; Sina, Seyed Mohammad ; Arian, Hamidreza. In: Papers. RePEc:arx:papers:2011.07994.

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2020Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes. (2020). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:2011.08275.

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2020Option Pricing Incorporating Factor Dynamics in Complete Markets. (2020). Lindquist, Brent W ; Shirvani, Abootaleb ; Hu, Yuan ; Rachev, Svetlozar T ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2011.08343.

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2020Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance. (2020). Linden, Noah ; An, Dong ; Wang, Jiasu ; Shao, Changpeng ; Montanaro, Ashley ; Liu, Jin-Peng. In: Papers. RePEc:arx:papers:2012.06283.

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2020Market-consistent pricing with acceptable risk. (2020). Munari, Cosimo ; Arduca, Maria. In: Papers. RePEc:arx:papers:2012.08351.

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2020High-frequency dynamics of the implied volatility surface. (2020). Baldacci, Bastien. In: Papers. RePEc:arx:papers:2012.10875.

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2021On the RND under Hestons stochastic volatility model. (2021). Boukai, Ben. In: Papers. RePEc:arx:papers:2101.03626.

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2021Twitter Subjective Well-Being Indicator During COVID-19 Pandemic: A Cross-Country Comparative Study. (2021). Iacus, Stefano ; Carpi, Tiziana ; Hino, Airo ; Porro, Giuseppe. In: Papers. RePEc:arx:papers:2101.07695.

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2021Extensive networks would eliminate the demand for pricing formulas. (2021). Huh, Jeonggyu ; Park, Kyunghyun ; Jeon, Jaegi. In: Papers. RePEc:arx:papers:2101.09064.

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2021Unraveling S&P500 stock volatility and networks -- An encoding and decoding approach. (2021). Hsieh, Fushing ; Wang, Xiaodong. In: Papers. RePEc:arx:papers:2101.09395.

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2021Sample path generation of the stochastic volatility CGMY process and its application to path-dependent option pricing. (2021). Kim, Young Shin. In: Papers. RePEc:arx:papers:2101.11001.

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2021Asymmetric Tsallis distributions for modelling financial market dynamics. (2021). Devi, Sandhya. In: Papers. RePEc:arx:papers:2102.04532.

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2021Hedging of Financial Derivative Contracts via Monte Carlo Tree Search. (2021). Szehr, Oleg. In: Papers. RePEc:arx:papers:2102.06274.

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2021The Golden Age of the Mathematical Finance. (2021). Jos'e Manuel Corcuera, . In: Papers. RePEc:arx:papers:2102.06693.

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2020PARAMETRIC CROP INSURANCE AGAINST FLOODS: THE CASE OF BOSNIA AND HERZEGOVINA. (2020). Stani, Stanko ; Bakot, Bojan . In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:224:p:83-100.

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2020Climate-related Risks and Central Banks’ Collateral Policy: a Methodological Experiment. (2020). Pierre-Franois, Weber ; Romain, Svartzman ; Bunyamin, Erkan ; Antoine, Oustry. In: Working papers. RePEc:bfr:banfra:790.

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2020When are dividend increases bad for corporate bonds?. (2020). Do, Viet ; Truong, Cameron ; Wei, Xiaoting. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1295-1326.

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2020The value of ongoing venture capital investment to newly listed firms. (2020). Suchard, Joann ; Owen, Sian ; Hsu, Weihuei. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1327-1349.

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2020Overnight block trades in the Korean stock market. (2020). Kim, Suk Bong ; Hur, Seokkyun ; Chung, Chune Young. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2231-2261.

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2020Past managerial guidance and returns to variance trading around earnings announcements. (2020). Neururer, Thaddeus. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2995-3031.

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2020Levered and inverse VIX ETP option contract adjustments: No harm, no foul?. (2020). Whaley, Robert E ; Tengulov, Angel. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3253-3277.

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2020Financial applications of semidefinite programming: a review and call for interdisciplinary research. (2020). Harris, Geoff ; Gepp, Adrian ; Vanstone, Bruce. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3527-3555.

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2020Determinants and consequences of financial distress: review of the empirical literature. (2020). Sun, LI ; Uddin, Md Borhan ; Huang, Hedy Jiaying ; D'Costa, Mabel ; Habib, Ahsan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1023-1075.

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2020Comovement of dairy product futures and firm value: returns and volatility. (2020). Leung, Henry ; Furfaro, Frank. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:3:p:632-654.

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2020Commodity option pricing efficiency before Black, Scholes, and Merton. (2020). Saleuddin, Rasheed ; Chambers, David. In: Economic History Review. RePEc:bla:ehsrev:v:73:y:2020:i:2:p:540-564.

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2020Do bankers on the board reduce crash risk?. (2020). Liao, Qunfeng ; Kim, Hany ; Kang, Minjung. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:684-723.

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2020Estimating portfolio risk for tail risk protection strategies. (2020). Lohre, Harald ; Happersberger, David ; Nolte, Ingmar. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:1107-1146.

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2020Mispriced index option portfolios. (2020). Perrakis, Stylianos ; Czerwonko, Michal ; Constantinides, George M. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:297-330.

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2020Glamour among value: P/E ratios and value investor attention. (2020). Moore, Jordan. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:673-706.

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2020Assessing the Vulnerability to Price Spikes in Agricultural Commodity Markets. (2020). Sarris, Alexandros ; Dotsis, George ; Triantafyllou, Athanasios. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:71:y:2020:i:3:p:631-651.

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2020The effect of option transaction costs on informed trading in the options market around earnings announcements. (2020). Zhao, Chen ; Li, Yubin ; Govindaraj, Suresh. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:615-644.

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2020Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370.

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2020Option Profit and Loss Attribution and Pricing: A New Framework. (2020). Wu, Liuren ; Carr, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2271-2316.

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2020PREDICTING SYSTEMATIC RISK WITH MACROECONOMIC AND FINANCIAL VARIABLES. (2020). Ibrushi, Denada ; Cenesizoglu, Tolga. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:649-673.

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2020The Effect of Risk Aversion and Loss Aversion on Equity‐Linked Life Insurance With Surrender Guarantees. (2020). Hilpert, Christian. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:3:p:665-687.

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2020Option pricing with orthogonal polynomial expansions. (2020). Filipovi, Damir ; Ackerer, Damien. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:1:p:47-84.

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2020Convergence of optimal expected utility for a sequence of discrete‐time markets. (2020). Schachermayer, Walter ; Kreps, David M. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1205-1228.

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2020Biopsia de un inversor (¿conservador?) de renta fija. (2020). Delfau, Emiliano. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:766.

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2020LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC. (2020). Fergusson, Kevin. In: ASTIN Bulletin. RePEc:cup:astinb:v:50:y:2020:i:2:p:381-417_3.

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More than 100 citations found, this list is not complete...

Works by Myron S. Scholes:


YearTitleTypeCited
1998Derivatives in a Dynamic Environment. In: American Economic Review.
[Full Text][Citation analysis]
article12
1997Derivatives in a Dynamic Environment.(1997) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2000Crisis and Risk Management In: American Economic Review.
[Full Text][Citation analysis]
article51
2013Fischer Black In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article0
1995 Fischer Black..(1995) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1989STOCK INDEX FUTURES AND THE CRASH OF 87 In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article0
1972The Valuation of Option Contracts and a Test of Market Efficiency. In: Journal of Finance.
[Full Text][Citation analysis]
article123
1973Causes and Predictions of Rates of Return on Stocks and Bonds: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]
article0
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