Myron S. Scholes : Citation Profile

Are you Myron S. Scholes?

Stanford University

17

H index

19

i10 index

9185

Citations

RESEARCH PRODUCTION:

31

Articles

12

Papers

5

Chapters

RESEARCH ACTIVITY:

   51 years (1972 - 2023). See details.
   Cites by year: 180
   Journals where Myron S. Scholes has often published
   Relations with other researchers
   Recent citing documents: 566.    Total self citations: 4 (0.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc29
   Updated: 2023-11-04    RAS profile: 2023-03-10    
   Missing citations? Add them    Incorrect content? Let us know

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:

Veld, Chris (33)

Platen, Eckhard (31)

Renneboog, Luc (24)

Venegas-Martínez, Francisco (23)

Tabak, Benjamin (22)

Schlogl, Erik (21)

Miao, Jianjun (21)

Engle, Robert (19)

Wu, Liuren (19)

Härdle, Wolfgang (18)

Wang, Neng (18)

Cites to:

Longstaff, Francis (13)

Jarrow, Robert (12)

Chen, Zhiwu (11)

Lo, Andrew (11)

Dybvig, Philip (11)

Stulz, René (10)

Dybvig, Phillip (10)

Kau, James (9)

Duffie, Darrell (9)

Brennan, Michael (9)

Marcus, Alan (9)

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
NBER Working Papers / National Bureau of Economic Research, Inc7
Research Papers / Stanford University, Graduate School of Business2

Recent works citing Myron S. Scholes (2023 and 2022)

YearTitle of citing document
2022The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05.

Full description at Econpapers || Download paper

2022Long memory self-exciting jump diffusion for asset prices modeling. (2022). Hainaut, Donatien ; Njike, Charles G. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022003.

Full description at Econpapers || Download paper

2023Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence. (2023). Segers, Johan ; Zhuman, Aigerim ; Portier, Franois ; Leluc, Remi. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023019.

Full description at Econpapers || Download paper

2023Valuación de Títulos de Deuda Indexados al Comportamiento de un Índice Accionario: Un Modelo con Riesgo de Crédito. (2023). Perillo, Marcelo Fabian. In: Revista de Análisis Económico y Financiero. RePEc:alp:revaef:11-01.

Full description at Econpapers || Download paper

2022Fifty years since Altman (1968): Performance of financial distress prediction models. (2022). Singh, Manish K ; Bhatia, Surbhi . In: Working Papers. RePEc:anf:wpaper:12.

Full description at Econpapers || Download paper

2023Financial Stability and Economic Growth in the Cemac Zone: A Panel Cointegration Approach. (2023). Mungong, Wilfred Kem ; Wabo, Vivien Narcisse. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2023:p:1-8.

Full description at Econpapers || Download paper

2022A Fourier interpolation method for numerical solution of FBSDEs: Global convergence, stability, and higher order discretizations. (2016). Hyndman, Cody Blaine ; Ngou, Polynice Oyono . In: Papers. RePEc:arx:papers:1410.8595.

Full description at Econpapers || Download paper

2022How brokers can optimally plot against traders. (2016). Lafond, Manuel . In: Papers. RePEc:arx:papers:1605.04949.

Full description at Econpapers || Download paper

2022Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

Full description at Econpapers || Download paper

2022Super-Replication of the Best Pairs Trade in Hindsight. (2019). Garivaltis, Alexander. In: Papers. RePEc:arx:papers:1810.02444.

Full description at Econpapers || Download paper

2022Covers Rebalancing Option With Discrete Hindsight Optimization. (2019). Garivaltis, Alexander. In: Papers. RePEc:arx:papers:1903.00829.

Full description at Econpapers || Download paper

2022A Note on Universal Bilinear Portfolios. (2019). Garivaltis, Alexander. In: Papers. RePEc:arx:papers:1907.09704.

Full description at Econpapers || Download paper

2022Inference of Binary Regime Models with Jump Discontinuities. (2019). Rajani, Sharan ; Goswami, Anindya ; Das, Milan Kumar. In: Papers. RePEc:arx:papers:1910.10606.

Full description at Econpapers || Download paper

2022A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Papers. RePEc:arx:papers:2006.15312.

Full description at Econpapers || Download paper

2022The characteristic function of Gaussian stochastic volatility models: an analytic expression. (2020). Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2009.10972.

Full description at Econpapers || Download paper

2022Market-consistent pricing with acceptable risk. (2020). Munari, Cosimo ; Arduca, Maria. In: Papers. RePEc:arx:papers:2012.08351.

Full description at Econpapers || Download paper

2022Online Learning with Radial Basis Function Networks. (2021). Barucca, Paolo ; Firoozye, Nick ; Borrageiro, Gabriel. In: Papers. RePEc:arx:papers:2103.08414.

Full description at Econpapers || Download paper

2022A Black-Scholes users guide to the Bachelier model. (2021). Choi, Jaehyuk ; Wang, Yumeng ; Tee, Chyng Wen ; Kwak, Minsuk. In: Papers. RePEc:arx:papers:2104.08686.

Full description at Econpapers || Download paper

2022Can we imitate stock price behavior to reinforcement learn option price?. (2021). Jin, Xin. In: Papers. RePEc:arx:papers:2105.11376.

Full description at Econpapers || Download paper

2022What Data Augmentation Do We Need for Deep-Learning-Based Finance?. (2021). Imajo, Kentaro ; Minami, Kentaro ; Ziyin, Liu. In: Papers. RePEc:arx:papers:2106.04114.

Full description at Econpapers || Download paper

2022Default Distances Based on the KMV-CEV Model. (2021). Su, Wen. In: Papers. RePEc:arx:papers:2107.10226.

Full description at Econpapers || Download paper

2022Inverse Options in a Black-Scholes World. (2021). Imeraj, Arben ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.12041.

Full description at Econpapers || Download paper

2023Adaptive Gradient Descent Methods for Computing Implied Volatility. (2021). Yang, Tinggan ; Wang, Yihong ; Lu, Yixiao. In: Papers. RePEc:arx:papers:2108.07035.

Full description at Econpapers || Download paper

2022Precise option pricing by the COS method -- How to choose the truncation interval. (2021). Pankrashkin, Konstantin ; Junike, Gero. In: Papers. RePEc:arx:papers:2109.01030.

Full description at Econpapers || Download paper

2023Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

Full description at Econpapers || Download paper

2023Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051.

Full description at Econpapers || Download paper

2023Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038.

Full description at Econpapers || Download paper

2023Recent Advances in Reinforcement Learning in Finance. (2021). Yang, Huining ; Xu, Renyuan ; Hambly, Ben. In: Papers. RePEc:arx:papers:2112.04553.

Full description at Econpapers || Download paper

2023Pricing European Options under Stochastic Volatility Models: Case of five-Parameter Gamma-Variance Process. (2022). Nzokem, A H. In: Papers. RePEc:arx:papers:2201.03378.

Full description at Econpapers || Download paper

2022Arbitrage Problems with Reflected Geometric Brownian Motion. (2022). Hulley, Hardy ; Dowd, Kevin ; Buckner, Dean. In: Papers. RePEc:arx:papers:2201.05312.

Full description at Econpapers || Download paper

2022Stability of Crank-Nicolson compact scheme for convection-diffusion equations using matrix method. (2022). Patel, Kuldip Singh ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2201.05854.

Full description at Econpapers || Download paper

2022Option Volume Imbalance as a predictor for equity market returns. (2022). Howison, Sam ; Cucuringu, Mihai ; Michael, Nikolas. In: Papers. RePEc:arx:papers:2201.09319.

Full description at Econpapers || Download paper

2022Regime recovery using implied volatility in Markov modulated market model. (2022). Patalwala, Irvine Homi ; Mukherjee, Kedar Nath ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2201.10304.

Full description at Econpapers || Download paper

2022Multiscaling and rough volatility: an empirical investigation. (2022). di Matteo, T ; Brandi, Giuseppe. In: Papers. RePEc:arx:papers:2201.10466.

Full description at Econpapers || Download paper

2022Option Pricing and CVA Calculations using the Monte Carlo-Tree (MC-Tree) Method. (2022). Hanzon, Bernard ; Trinh, Yen Thuan. In: Papers. RePEc:arx:papers:2202.00785.

Full description at Econpapers || Download paper

2023Black-Scholes Option Pricing Revisited?. (2022). Mink, Mark ; de Weert, Frans J. In: Papers. RePEc:arx:papers:2202.05671.

Full description at Econpapers || Download paper

2022Forecasting Stock Options Prices via the Solution of an Ill-Posed Problem for the Black-Scholes Equation. (2022). Klibanov, Michael V ; Kravchenko, Sergey M ; Golubnichiy, Kirill V ; Shananin, Aleksander A. In: Papers. RePEc:arx:papers:2202.07174.

Full description at Econpapers || Download paper

2022Computing Black Scholes with Uncertain Volatility-A Machine Learning Approach. (2022). Hellmuth, Kathrin ; Klingenberg, Christian. In: Papers. RePEc:arx:papers:2202.07378.

Full description at Econpapers || Download paper

2022Toward an efficient hybrid method for pricing barrier options on assets with stochastic volatility. (2022). Lipton, Alexander ; Sepp, Artur. In: Papers. RePEc:arx:papers:2202.07849.

Full description at Econpapers || Download paper

2022Quantum advantage for multi-option portfolio pricing and valuation adjustments. (2022). Yu, Jeong ; Rebentrost, Patrick. In: Papers. RePEc:arx:papers:2203.04924.

Full description at Econpapers || Download paper

2022General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations. (2022). , Hyong-Chol ; Choe, Tae-Song. In: Papers. RePEc:arx:papers:2203.05726.

Full description at Econpapers || Download paper

2023Stochastic integral representation of solutions to Hodge theoretic Poissons equations on Graphs, and cooperative value allocation of Shapley and Nash. (2022). Lim, Tongseok. In: Papers. RePEc:arx:papers:2203.06860.

Full description at Econpapers || Download paper

2022The Variable Volatility Elasticity Model from Commodity Markets. (2022). Gong, Fuzhou ; Wang, Ting. In: Papers. RePEc:arx:papers:2203.09177.

Full description at Econpapers || Download paper

2022Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives. (2022). Ni, Ying ; Malyarenko, Anatoliy ; Nohrouzian, Hossein. In: Papers. RePEc:arx:papers:2204.10692.

Full description at Econpapers || Download paper

2022Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398.

Full description at Econpapers || Download paper

2022Pricing Path-dependent Options under Stochastic Volatility via Mellin Transform. (2022). Zhang, Wenjun ; Li, XI ; Kim, Jeong-Hoon ; Cao, Jiling. In: Papers. RePEc:arx:papers:2205.00573.

Full description at Econpapers || Download paper

2022Numerical Method for Highly Non-linear Mean-reverting Asset Price Model with CEV-type Process. (2022). Coffie, Emmanuel. In: Papers. RePEc:arx:papers:2205.00634.

Full description at Econpapers || Download paper

2023Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning. (2022). Yuan, Jun ; Wang, Zeyu ; Poulos, Zissis ; Hull, John ; Farghadani, Soroush ; Chen, Jacky ; Cao, Jay. In: Papers. RePEc:arx:papers:2205.05614.

Full description at Econpapers || Download paper

2022Risks and Returns of Uniswap V3 Liquidity Providers. (2022). Wattenhofer, Roger ; Schertenleib, Eric ; Heimbach, Lioba. In: Papers. RePEc:arx:papers:2205.08904.

Full description at Econpapers || Download paper

2022European Power Option Pricing with Extended Vasic\v{e}k Interest Rate and Exponential Ornstein-Uhlenbeck Asset Process under Different Market Assumptions. (2022). Liu, Jingwei. In: Papers. RePEc:arx:papers:2205.10665.

Full description at Econpapers || Download paper

2022Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach. (2022). Maki, Daiki ; Jiang, YU ; Ota, Yasushi. In: Papers. RePEc:arx:papers:2205.11012.

Full description at Econpapers || Download paper

2023Estimating spot volatility under infinite variation jumps with market microstructure noise. (2022). Liu, Zhi. In: Papers. RePEc:arx:papers:2205.15738.

Full description at Econpapers || Download paper

2022Hedging option books using neural-SDE market models. (2022). Wang, Sheng ; Reisinger, Christoph ; Cohen, Samuel N. In: Papers. RePEc:arx:papers:2205.15991.

Full description at Econpapers || Download paper

2022The fractional volatility model and rough volatility. (2022). Mendes, Vilela R. In: Papers. RePEc:arx:papers:2206.02205.

Full description at Econpapers || Download paper

2022The probability flow in the Stock market and Spontaneous symmetry breaking in Quantum Finance. (2022). Gomes, Sergio ; Lobo, Joao Alexandre ; Arraut, Ivan. In: Papers. RePEc:arx:papers:2206.07130.

Full description at Econpapers || Download paper

2023The Log Private Company Valuation Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666.

Full description at Econpapers || Download paper

2022AlphaMLDigger: A Novel Machine Learning Solution to Explore Excess Return on Investment. (2022). Jin, Yifan ; Yuan, Zhehu ; Shen, Jimei. In: Papers. RePEc:arx:papers:2206.11072.

Full description at Econpapers || Download paper

2022Recursive Overbetting of a Satellite Investment Account. (2022). Garivaltis, Alex. In: Papers. RePEc:arx:papers:2206.11105.

Full description at Econpapers || Download paper

2022Exchange option pricing under variance gamma-like models. (2022). Sabino, Piergiacomo ; Gardini, Matteo. In: Papers. RePEc:arx:papers:2207.00453.

Full description at Econpapers || Download paper

2022Simulating financial time series using attention. (2022). Osterrieder, Jorg ; Hirsa, Ali ; Fu, Weilong. In: Papers. RePEc:arx:papers:2207.00493.

Full description at Econpapers || Download paper

2022Solving barrier options under stochastic volatility using deep learning. (2022). Hirsa, Ali ; Fu, Weilong. In: Papers. RePEc:arx:papers:2207.00524.

Full description at Econpapers || Download paper

2022Asset Trading in Continuous Time: A Cautionary Tale. (2022). Zame, William R. In: Papers. RePEc:arx:papers:2207.03397.

Full description at Econpapers || Download paper

2022Mertons Default Risk Model for Private Company. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2208.01974.

Full description at Econpapers || Download paper

2023Signature-based validation of real-world economic scenarios. (2022). Jourdain, Benjamin ; Boumezoued, Alexandre ; Herv'e Andr`es, . In: Papers. RePEc:arx:papers:2208.07251.

Full description at Econpapers || Download paper

2022Exploring Price Accuracy on Uniswap V3 in Times of Distress. (2022). Wattenhofer, Roger ; Schertenleib, Eric ; Heimbach, Lioba. In: Papers. RePEc:arx:papers:2208.09642.

Full description at Econpapers || Download paper

2022Pricing Stocks with Trading Volumes. (2022). Zhang, Ran ; Lu, Yang ; Li, Yutian ; Duan, Ben. In: Papers. RePEc:arx:papers:2208.12067.

Full description at Econpapers || Download paper

2022Deep Weighted Monte Carlo: A hybrid option pricing framework using neural networks. (2022). Moln, G'Abor ; Csabai, Istv'an ; Kuns, S'Andor. In: Papers. RePEc:arx:papers:2208.14038.

Full description at Econpapers || Download paper

2023Compact schemes for variable coefficient convection-diffusion equations. (2022). Sahu, Pradeep Kumar ; Patel, Kuldip Singh ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2209.02873.

Full description at Econpapers || Download paper

2022Systemic Risk of Optioned Portfolios: Controllability and Optimization. (2022). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Papers. RePEc:arx:papers:2209.04685.

Full description at Econpapers || Download paper

2022ESG-valued discrete option pricing in complete markets. (2022). Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan. In: Papers. RePEc:arx:papers:2209.06276.

Full description at Econpapers || Download paper

2022Multivariate Hawkes-based Models in LOB: European, Spread and Basket Option Pricing. (2022). , Bruno ; Bruno, ; Swishchuk, Anatoliy ; Guo, QI. In: Papers. RePEc:arx:papers:2209.07621.

Full description at Econpapers || Download paper

2023Chaotic Hedging with Iterated Integrals and Neural Networks. (2022). Schmocker, Philipp ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2209.10166.

Full description at Econpapers || Download paper

2023Physics-Informed Convolutional Transformer for Predicting Volatility Surface. (2022). Hong, Youngjoon ; Lee, Muhyun ; Bae, Hyeong-Ohk ; Yun, Seok-Bae ; Kim, Soohan. In: Papers. RePEc:arx:papers:2209.10771.

Full description at Econpapers || Download paper

2023Spectral Martingale Measures. (2022). Shirai, Yoshihiro . In: Papers. RePEc:arx:papers:2210.13671.

Full description at Econpapers || Download paper

2022Approximate Pricing of Derivatives Under Fractional Stochastic Volatility Model. (2022). Zheng, Xudong ; Han, Yuecai. In: Papers. RePEc:arx:papers:2210.15453.

Full description at Econpapers || Download paper

2022Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095.

Full description at Econpapers || Download paper

2022Credit Default Swaps and the mixed-fractional CEV model. (2022). Araneda, Axel A. In: Papers. RePEc:arx:papers:2211.07564.

Full description at Econpapers || Download paper

2022Vanna-Volga pricing for single and double barrier FX options. (2022). Ovejero, Mart'In J. In: Papers. RePEc:arx:papers:2211.12652.

Full description at Econpapers || Download paper

2022Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices. (2022). Szwabi, Janusz ; Gruszka, Jaroslaw. In: Papers. RePEc:arx:papers:2211.14814.

Full description at Econpapers || Download paper

2022Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model. (2022). Reynoso, Bor ; Baltazar-Larios, Fernando ; Eslava, Laura. In: Papers. RePEc:arx:papers:2211.17220.

Full description at Econpapers || Download paper

2022Brazilian listed options with discrete dividends and the fast Laplace transform. (2022). Araujo, Maikon. In: Papers. RePEc:arx:papers:2212.01315.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

Full description at Econpapers || Download paper

2022Moate Simulation of Stochastic Processes. (2022). Mura, Michael E. In: Papers. RePEc:arx:papers:2212.08509.

Full description at Econpapers || Download paper

2023Fundamental theorem for the pricing of quantum assets. (2022). Rebentrost, Patrick ; Bao, Jinge. In: Papers. RePEc:arx:papers:2212.13815.

Full description at Econpapers || Download paper

2023Fast Barrier Option Pricing by the COS BEM Method in Heston Model. (2023). Sanfelici, S ; Ortiz-Gracia, L ; Guardasoni, C ; Aimi, A. In: Papers. RePEc:arx:papers:2301.00648.

Full description at Econpapers || Download paper

2022Quant 4.0: Engineering Quantitative Investment with Automated, Explainable and Knowledge-driven Artificial Intelligence. (2022). Shum, Heung-Yeung ; Ni, Lionel M ; Wang, Saizhuo ; Guo, Jian. In: Papers. RePEc:arx:papers:2301.04020.

Full description at Econpapers || Download paper

2023Acceptable Bilateral Gamma Parameters. (2023). Shirai, Yoshihiro. In: Papers. RePEc:arx:papers:2301.05333.

Full description at Econpapers || Download paper

2023The Combinational Mutation Strategy of Differential Evolution Algorithm for Pricing Vanilla Options and Its Implementation on Data during Covid-19 Pandemic. (2023). Sumarti, Novriana ; Sidarto, Kuntjoro Adji ; Febrianti, Werry. In: Papers. RePEc:arx:papers:2301.09261.

Full description at Econpapers || Download paper

2023Valuation of the Convertible Bonds under Penalty TF model using Finite Element Method. (2023). Wei, Dongming ; Amanbek, Yerlan ; Erlangga, Yogi ; Kazbek, Rakhymzhan. In: Papers. RePEc:arx:papers:2301.10734.

Full description at Econpapers || Download paper

2023New developments in econophysics: Option pricing formulas. (2023). Alghalith, Moawia. In: Papers. RePEc:arx:papers:2301.11078.

Full description at Econpapers || Download paper

2023Data-driven Approach for Static Hedging of Exchange Traded Options. (2023). Jain, Shashi ; Dhandapani, Vikranth Lokeshwar. In: Papers. RePEc:arx:papers:2302.00728.

Full description at Econpapers || Download paper

2023Modeling and Simulation of Financial Returns under Non-Gaussian Distributions. (2023). Nicrosini, Oreste ; Montagna, Guido ; Livan, Giacomo ; de Domenico, Federica. In: Papers. RePEc:arx:papers:2302.02769.

Full description at Econpapers || Download paper

2023SPX, VIX and scale-invariant LSV\footnote{Local Stochastic Volatility}. (2023). Reghai, Adil ; Lipton, Alexander. In: Papers. RePEc:arx:papers:2302.08819.

Full description at Econpapers || Download paper

2023Liquidity Providers Greeks and Impermanent Gain. (2023). Nodari, Alessandro ; Bardoscia, Niccolo. In: Papers. RePEc:arx:papers:2302.11942.

Full description at Econpapers || Download paper

2023Preparing random state for quantum financing with quantum walks. (2023). Chang, Ching-Ray ; Liao, Shih-Wei ; Chen, Hao-Yuan ; Wang, Wei-Ting. In: Papers. RePEc:arx:papers:2302.12500.

Full description at Econpapers || Download paper

2023Fast Option Pricing using Nonlinear Stencils. (2023). Zhu, Yimin ; Huang, Yushen ; Das, Rathish ; Chowdhury, Rezaul ; Ahmad, Zafar. In: Papers. RePEc:arx:papers:2303.02317.

Full description at Econpapers || Download paper

2023Government Guarantees and Banks Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Papers. RePEc:arx:papers:2303.03661.

Full description at Econpapers || Download paper

2023Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models. (2023). Choi, Jae Hyung ; Kim, Hyangju. In: Papers. RePEc:arx:papers:2303.08760.

Full description at Econpapers || Download paper

2023Mitigating Decentralized Finance Liquidations with Reversible Call Options. (2023). Zhou, Liyi ; Gervais, Arthur ; Jovanovic, Philipp ; Ernstberger, Jens ; Qin, Kaihua. In: Papers. RePEc:arx:papers:2303.15162.

Full description at Econpapers || Download paper

2023Robust Risk-Aware Option Hedging. (2023). Jaimungal, Sebastian ; Wu, David. In: Papers. RePEc:arx:papers:2303.15216.

Full description at Econpapers || Download paper

2023The inverse Black-Scholes problem in Radon measures space revisited: towards a new measure of market uncertainty. (2023). Riane, Nizar. In: Papers. RePEc:arx:papers:2303.16773.

Full description at Econpapers || Download paper

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]		article15
1997Derivatives in a Dynamic Environment.(1997) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2000Crisis and Risk Management In: American Economic Review.
[Full Text][Citation analysis]		article64
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]		article152
1973Causes and Predictions of Rates of Return on Stocks and Bonds: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article0
1974From Theory to a New Financial Product. In: Journal of Finance.
[Full Text][Citation analysis]		article6
1976Taxes and the Pricing of Options. In: Journal of Finance.
[Full Text][Citation analysis]		article17
1980 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article19
1991 Stock and Compensation. In: Journal of Finance.
[Full Text][Citation analysis]		article4
2001Merton H. Miller: Memories of a Great Mentor and Leader In: Journal of Finance.
[Full Text][Citation analysis]		article0
1992FIRMS RESPONSES TO ANTICIPATED REDUCTIONS IN TAX RATES - THE TAX-REFORM ACT OF 1986 In: Journal of Accounting Research.
[Full Text][Citation analysis]		article57
1992Firms Responses to Anticipated Reductions in Tax Rates: The Tax Reform Act of 1986.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2013The Cost of Constraints: Risk Management, Agency Theory and Asset Prices In: Research Papers.
[Full Text][Citation analysis]		paper1
2014The Cost of Constraints: Risk Management, Agency Theory and Asset Prices.(2014) In: Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1974The effects of dividend yield and dividend policy on common stock prices and returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article178
1989Decentralized investment banking : The case of discount dividend-reinvestment and stock-purchase plans In: Journal of Financial Economics.
[Full Text][Citation analysis]		article18
1989Decentralized Investment Banking: The Case of Discount Dividend-Reinve stment and Stock-Purchase Plans.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
1977Estimating betas from nonsynchronous data In: Journal of Financial Economics.
[Full Text][Citation analysis]		article797
1978Dividends and taxes In: Journal of Financial Economics.
[Full Text][Citation analysis]		article159
2009Makert-Based Mechanisms to Reduce Systemic Risk In: Book Chapters.
[Full Text][Citation analysis]		chapter1
1996Global Financial Markets, Derivative Securities, and Systemic Risks. In: Journal of Risk and Uncertainty.
[Citation analysis]		article3
2007Information Sharing, Price Negotiation and Management Buy-outs of Private Family-owned Firms In: Small Business Economics.
[Full Text][Citation analysis]		article19
1991The Role of Tax Rules in the Recent Restructuring of US Corporations In: NBER Chapters.
[Full Text][Citation analysis]		chapter8
1983Who Owns the Assets in a Defined-Benefit Pension Plan? In: NBER Chapters.
[Full Text][Citation analysis]		chapter18
1982Who Owns the Assets in a Defined Benefit Pension Plan.(1982) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
1983Economic Implications of ERISA In: NBER Chapters.
[Full Text][Citation analysis]		chapter2
1982Economic Implications of ERISA.(1982) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1989Converting Corporations to Partnerships through Leverage: Theoretical and Practical Impediments In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
1989Employee Stock Ownership Plans and Corporate Restructuring: Myths and Realities In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
1989The Effects of Changes in Tax Laws on Corporate Reorganization Activity In: NBER Working Papers.
[Full Text][Citation analysis]		paper85
1990The Effects of Changes in Tax Laws on Corporate Reorganization Activity..(1990) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85		article
2006The Derivatives Sourcebook In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]		article0
1990Tax Planning, Regulatory Capital Planning, and Financial Reporting Strategy for Commercial Banks. In: Review of Financial Studies.
[Full Text][Citation analysis]		article134
1993Entretien avec Myron Scholes, Managing Director, Salomon Brothers et Professeur à Stanford In: Revue d'Économie Financière.
[Full Text][Citation analysis]		article0
2004The future of hedge funds In: Journal of Financial Transformation.
[Citation analysis]		article3
2004The future of hedge funds.(2004) In: Journal of Financial Transformation.
[Citation analysis]
This paper has another version. Agregated cites: 3		article
1998Autobiography In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]		paper0
2008Interview with Nobel Prize Laureate Myron S. Scholes In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]		paper0
1972The Market for Securities: Substitution versus Price Pressure and the Effects of Information on Share Prices. In: The Journal of Business.
[Full Text][Citation analysis]		article224
1978The Returns and Risk of Alternative Call Option Portfolio Investment Strategies. In: The Journal of Business.
[Full Text][Citation analysis]		article33
1982The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies. In: The Journal of Business.
[Full Text][Citation analysis]		article17
1973The Pricing of Options and Corporate Liabilities. In: Journal of Political Economy.
[Full Text][Citation analysis]		article6981
1982Dividends and Taxes: Some Empirical Evidence. In: Journal of Political Economy.
[Full Text][Citation analysis]		article153
1981The economics of hedging and spreading in futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article8
2023Using Option Pricing Information to Time Diversify Portfolio Returns In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team