17
H index
19
i10 index
9185
Citations
Stanford University | 17 H index 19 i10 index 9185 Citations RESEARCH PRODUCTION: 31 Articles 12 Papers 5 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 8 |
Journal of Financial Economics | 4 |
The Journal of Business | 4 |
American Economic Review | 2 |
Journal of Financial Transformation | 2 |
Journal of Political Economy | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 7 |
Research Papers / Stanford University, Graduate School of Business | 2 |
Year | Title of citing document | |
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2022 | The 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 | |
2022 | Long 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 | |
2023 | Speeding 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 | |
2023 | Valuación 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 | |
2022 | Fifty 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 | |
2023 | Financial 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 | |
2022 | A 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 | |
2022 | How brokers can optimally plot against traders. (2016). Lafond, Manuel . In: Papers. RePEc:arx:papers:1605.04949. Full description at Econpapers || Download paper | |
2022 | Securities 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 | |
2022 | Super-Replication of the Best Pairs Trade in Hindsight. (2019). Garivaltis, Alexander. In: Papers. RePEc:arx:papers:1810.02444. Full description at Econpapers || Download paper | |
2022 | Covers Rebalancing Option With Discrete Hindsight Optimization. (2019). Garivaltis, Alexander. In: Papers. RePEc:arx:papers:1903.00829. Full description at Econpapers || Download paper | |
2022 | A Note on Universal Bilinear Portfolios. (2019). Garivaltis, Alexander. In: Papers. RePEc:arx:papers:1907.09704. Full description at Econpapers || Download paper | |
2022 | Inference 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 | |
2022 | A 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 | |
2022 | The 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 | |
2022 | Market-consistent pricing with acceptable risk. (2020). Munari, Cosimo ; Arduca, Maria. In: Papers. RePEc:arx:papers:2012.08351. Full description at Econpapers || Download paper | |
2022 | Online 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 | |
2022 | A 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 | |
2022 | Can 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 | |
2022 | What 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 | |
2022 | Default Distances Based on the KMV-CEV Model. (2021). Su, Wen. In: Papers. RePEc:arx:papers:2107.10226. Full description at Econpapers || Download paper | |
2022 | Inverse Options in a Black-Scholes World. (2021). Imeraj, Arben ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.12041. Full description at Econpapers || Download paper | |
2023 | Adaptive 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 | |
2022 | Precise 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 | |
2023 | Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998. Full description at Econpapers || Download paper | |
2023 | Bitcoin 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 | |
2023 | Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038. Full description at Econpapers || Download paper | |
2023 | Recent 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 | |
2023 | Pricing 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 | |
2022 | Arbitrage 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 | |
2022 | Stability 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 | |
2022 | Option 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 | |
2022 | Regime 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 | |
2022 | Multiscaling 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 | |
2022 | Option 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 | |
2023 | Black-Scholes Option Pricing Revisited?. (2022). Mink, Mark ; de Weert, Frans J. In: Papers. RePEc:arx:papers:2202.05671. Full description at Econpapers || Download paper | |
2022 | Forecasting 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 | |
2022 | Computing 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 | |
2022 | Toward 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 | |
2022 | Quantum 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 | |
2022 | General 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 | |
2023 | Stochastic 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 | |
2022 | The 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 | |
2022 | Constructing 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 | |
2022 | Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398. Full description at Econpapers || Download paper | |
2022 | Pricing 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 | |
2022 | Numerical 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 | |
2023 | Gamma 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 | |
2022 | Risks 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 | |
2022 | European 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 | |
2022 | Parameters 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 | |
2023 | Estimating 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 | |
2022 | Hedging 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 | |
2022 | The fractional volatility model and rough volatility. (2022). Mendes, Vilela R. In: Papers. RePEc:arx:papers:2206.02205. Full description at Econpapers || Download paper | |
2022 | The 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 | |
2023 | The Log Private Company Valuation Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666. Full description at Econpapers || Download paper | |
2022 | AlphaMLDigger: 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 | |
2022 | Recursive Overbetting of a Satellite Investment Account. (2022). Garivaltis, Alex. In: Papers. RePEc:arx:papers:2206.11105. Full description at Econpapers || Download paper | |
2022 | Exchange 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 | |
2022 | Simulating 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 | |
2022 | Solving 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 | |
2022 | Asset Trading in Continuous Time: A Cautionary Tale. (2022). Zame, William R. In: Papers. RePEc:arx:papers:2207.03397. Full description at Econpapers || Download paper | |
2022 | Mertons Default Risk Model for Private Company. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2208.01974. Full description at Econpapers || Download paper | |
2023 | Signature-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 | |
2022 | Exploring 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 | |
2022 | Pricing 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 | |
2022 | Deep 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 | |
2023 | Compact 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 | |
2022 | Systemic 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 | |
2022 | ESG-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 | |
2022 | Multivariate 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 | |
2023 | Chaotic 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 | |
2023 | Physics-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 | |
2023 | Spectral Martingale Measures. (2022). Shirai, Yoshihiro . In: Papers. RePEc:arx:papers:2210.13671. Full description at Econpapers || Download paper | |
2022 | Approximate 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 | |
2022 | Optimal 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 | |
2022 | Credit 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 | |
2022 | Vanna-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 | |
2022 | Parameter 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 | |
2022 | Maximum 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 | |
2022 | Brazilian 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 | |
2023 | Bayesian 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 | |
2022 | Moate Simulation of Stochastic Processes. (2022). Mura, Michael E. In: Papers. RePEc:arx:papers:2212.08509. Full description at Econpapers || Download paper | |
2023 | Fundamental 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 | |
2023 | Fast 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 | |
2022 | Quant 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 | |
2023 | Acceptable Bilateral Gamma Parameters. (2023). Shirai, Yoshihiro. In: Papers. RePEc:arx:papers:2301.05333. Full description at Econpapers || Download paper | |
2023 | The 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 | |
2023 | Valuation 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 | |
2023 | New developments in econophysics: Option pricing formulas. (2023). Alghalith, Moawia. In: Papers. RePEc:arx:papers:2301.11078. Full description at Econpapers || Download paper | |
2023 | Data-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 | |
2023 | Modeling 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 | |
2023 | SPX, 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 | |
2023 | Liquidity Providers Greeks and Impermanent Gain. (2023). Nodari, Alessandro ; Bardoscia, Niccolo. In: Papers. RePEc:arx:papers:2302.11942. Full description at Econpapers || Download paper | |
2023 | Preparing 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 | |
2023 | Fast 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 | |
2023 | Government 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 | |
2023 | Deep 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 | |
2023 | Mitigating 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 | |
2023 | Robust Risk-Aware Option Hedging. (2023). Jaimungal, Sebastian ; Wu, David. In: Papers. RePEc:arx:papers:2303.15216. Full description at Econpapers || Download paper | |
2023 | The 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 | |
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1974 | The effects of dividend yield and dividend policy on common stock prices and returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 178 |
1989 | Decentralized investment banking : The case of discount dividend-reinvestment and stock-purchase plans In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 18 |
1989 | Decentralized 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 | |
1977 | Estimating betas from nonsynchronous data In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 797 |
1978 | Dividends and taxes In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 159 |
2009 | Makert-Based Mechanisms to Reduce Systemic Risk In: Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
1996 | Global Financial Markets, Derivative Securities, and Systemic Risks. In: Journal of Risk and Uncertainty. [Citation analysis] | article | 3 |
2007 | Information Sharing, Price Negotiation and Management Buy-outs of Private Family-owned Firms In: Small Business Economics. [Full Text][Citation analysis] | article | 19 |
1991 | The Role of Tax Rules in the Recent Restructuring of US Corporations In: NBER Chapters. [Full Text][Citation analysis] | chapter | 8 |
1983 | Who Owns the Assets in a Defined-Benefit Pension Plan? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 18 |
1982 | Who 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 | |
1983 | Economic Implications of ERISA In: NBER Chapters. [Full Text][Citation analysis] | chapter | 2 |
1982 | Economic Implications of ERISA.(1982) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1989 | Converting Corporations to Partnerships through Leverage: Theoretical and Practical Impediments In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
1989 | Employee Stock Ownership Plans and Corporate Restructuring: Myths and Realities In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
1989 | The Effects of Changes in Tax Laws on Corporate Reorganization Activity In: NBER Working Papers. [Full Text][Citation analysis] | paper | 85 |
1990 | The 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 | |
2006 | The Derivatives Sourcebook In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] | article | 0 |
1990 | Tax Planning, Regulatory Capital Planning, and Financial Reporting Strategy for Commercial Banks. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 134 |
1993 | Entretien avec Myron Scholes, Managing Director, Salomon Brothers et Professeur à Stanford In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
2004 | The future of hedge funds In: Journal of Financial Transformation. [Citation analysis] | article | 3 |
2004 | The future of hedge funds.(2004) In: Journal of Financial Transformation. [Citation analysis] This paper has another version. Agregated cites: 3 | article | |
1998 | Autobiography In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
2008 | Interview with Nobel Prize Laureate Myron S. Scholes In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
1972 | The Market for Securities: Substitution versus Price Pressure and the Effects of Information on Share Prices. In: The Journal of Business. [Full Text][Citation analysis] | article | 224 |
1978 | The Returns and Risk of Alternative Call Option Portfolio Investment Strategies. In: The Journal of Business. [Full Text][Citation analysis] | article | 33 |
1982 | The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies. In: The Journal of Business. [Full Text][Citation analysis] | article | 17 |
1973 | The Pricing of Options and Corporate Liabilities. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 6981 |
1982 | Dividends and Taxes: Some Empirical Evidence. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 153 |
1981 | The economics of hedging and spreading in futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 8 |
2023 | Using Option Pricing Information to Time Diversify Portfolio Returns In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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