17
H index
19
i10 index
9105
Citations
Stanford University | 17 H index 19 i10 index 9105 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 |
The Journal of Business | 4 |
Journal of Financial Economics | 4 |
Journal of Political Economy | 2 |
American Economic Review | 2 |
Journal of Financial Transformation | 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 | |
2021 | Evaluating the prospect to hedge maize price risk against the Johannesburg Stock Exchange Commodity Derivatives Market prices: The case of Eswatini. (2021). Sihlongonyane, L N. In: Research Theses. RePEc:ags:cmpart:334770. Full description at Econpapers || Download paper | |
2021 | Preisvolatilität auf Agrarmärkten. (2021). Brummer, Bernhard. In: IAMO Discussion Papers. RePEc:ags:iamodp:310089. Full description at Econpapers || Download paper | |
2021 | PRICING THE REVENUE INSURANCE OF SUGAR APPLE AND BANANA IN TAIWAN: AN ACTUARIAL APPROACH. (2021). Yao, Nian-Zu ; Lin, Matt ; Lu, Richard ; Yang, Min-Hsien. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:319735. Full description at Econpapers || Download paper | |
2021 | A Study of Chinese A-Share Listed Companies: Effect of Corporate Valuation on the Investment Level. (2021). Zhanbiao, LI. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:7:p:70-93. Full description at Econpapers || Download paper | |
2021 | Time-Consistent Evaluation of Credit Risk with Contagion. (2021). Hainaut, Donatien ; Ketelbuters, John John. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021004. Full description at Econpapers || Download paper | |
2021 | Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy. (2021). Devolder, Pierre ; Hieber, Peter ; Hanna, Vanessa. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021010. 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 | |
2021 | . 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 | |
2021 | The Hull-White Model under Knightian Uncertainty about the Volatility. (2019). Holzermann, Julian. In: Papers. RePEc:arx:papers:1808.03463. 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 | |
2021 | Closed-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. 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 | |
2021 | Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility. (2019). Brigo, Damiano. In: Papers. RePEc:arx:papers:1904.01889. Full description at Econpapers || Download paper | |
2021 | Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion. (2019). Lin, Qian ; Holzermann, Julian. In: Papers. RePEc:arx:papers:1904.02930. 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 | |
2021 | An analytical perturbative solution to the Merton Garman model using symmetries. (2019). Shaw, Nathaniel Wiesendanger ; Calmet, Xavier. In: Papers. RePEc:arx:papers:1909.01413. Full description at Econpapers || Download paper | |
2021 | Dynamics of symmetric SSVI smiles and implied volatility bubbles. (2019). Martini, Claude ; Jacquier, Antoine ; el Amrani, Mehdi. In: Papers. RePEc:arx:papers:1909.10272. Full description at Econpapers || Download paper | |
2021 | The option pricing model based on time values: an application of the universal approximation theory on unbounded domains. (2019). Wang, Ming-Xi ; Qu, Yang. In: Papers. RePEc:arx:papers:1910.01490. Full description at Econpapers || Download paper | |
2021 | Pricing contingent claims with short selling bans. (2019). Guo, Ivan ; Zhu, Song-Ping ; Ma, Guiyuan. In: Papers. RePEc:arx:papers:1910.04960. Full description at Econpapers || Download paper | |
2021 | The value of power-related options under spectrally negative L\evy processes. (2019). Aguilar, Jean-Philippe. In: Papers. RePEc:arx:papers:1910.07971. 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 | |
2021 | A Quantum algorithm for linear PDEs arising in Finance. (2019). Oumgari, Mugad ; Jacquier, Antoine ; Fontanela, Filipe. In: Papers. RePEc:arx:papers:1912.02753. Full description at Econpapers || Download paper | |
2021 | Finance Without Brownian Motions: An Introduction To Simplified Stochastic Calculus. (2019). Ruf, Johannes ; Vcern, Alevs . In: Papers. RePEc:arx:papers:1912.03651. Full description at Econpapers || Download paper | |
2021 | Robust uncertainty sensitivity analysis. (2020). Drapeau, Samuel ; Bartl, Daniel ; Wiesel, Johannes ; Obloj, Jan. In: Papers. RePEc:arx:papers:2006.12022. Full description at Econpapers || Download paper | |
2021 | Quantum 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. 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 | |
2021 | How Market Ecology Explains Market Malfunction. (2021). Farmer, Doyne J ; Calinescu, Anisoara ; Scholl, Maarten P. In: Papers. RePEc:arx:papers:2009.09454. 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 | |
2021 | Non-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. Full description at Econpapers || Download paper | |
2021 | Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes. (2020). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:2011.08275. Full description at Econpapers || Download paper | |
2021 | Quantum-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. 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 | |
2021 | On the RND under Hestons stochastic volatility model. (2021). Boukai, Ben. In: Papers. RePEc:arx:papers:2101.03626. Full description at Econpapers || Download paper | |
2021 | Twitter Subjective Well-Being Indicator During COVID-19 Pandemic: A Cross-Country Comparative Study. (2021). Porro, Giuseppe ; Iacus, Stefano ; Carpi, Tiziana ; Hino, Airo. In: Papers. RePEc:arx:papers:2101.07695. Full description at Econpapers || Download paper | |
2021 | To VaR, or Not to VaR, That is the Question. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2101.08559. Full description at Econpapers || Download paper | |
2021 | Extensive networks would eliminate the demand for pricing formulas. (2021). Park, Kyunghyun ; Jeon, Jaegi ; Huh, Jeonggyu. In: Papers. RePEc:arx:papers:2101.09064. Full description at Econpapers || Download paper | |
2021 | Unraveling S&P500 stock volatility and networks -- An encoding and decoding approach. (2021). Hsieh, Fushing ; Wang, Xiaodong. In: Papers. RePEc:arx:papers:2101.09395. Full description at Econpapers || Download paper | |
2021 | Sample 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. Full description at Econpapers || Download paper | |
2021 | Asymmetric Tsallis distributions for modelling financial market dynamics. (2021). Devi, Sandhya . In: Papers. RePEc:arx:papers:2102.04532. Full description at Econpapers || Download paper | |
2021 | Hedging of Financial Derivative Contracts via Monte Carlo Tree Search. (2021). Szehr, Oleg. In: Papers. RePEc:arx:papers:2102.06274. Full description at Econpapers || Download paper | |
2021 | The Golden Age of the Mathematical Finance. (2021). Jos'e Manuel Corcuera, . In: Papers. RePEc:arx:papers:2102.06693. Full description at Econpapers || Download paper | |
2021 | Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments. (2021). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2102.12694. Full description at Econpapers || Download paper | |
2021 | No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging. (2021). Nakagawa, Kei ; Minami, Kentaro ; Ito, Katsuya ; Imajo, Kentaro ; Imaki, Shota. In: Papers. RePEc:arx:papers:2103.01775. Full description at Econpapers || Download paper | |
2021 | A closed-form approximation for pricing geometric Istanbul options. (2021). Boukhetala, Kamal ; Kacef, Mohamed Amine. In: Papers. RePEc:arx:papers:2103.07440. Full description at Econpapers || Download paper | |
2021 | Delay stochastic interest rate model with jump and strong convergence in Monte Carlo simulations. (2021). Coffie, Emmanuel. In: Papers. RePEc:arx:papers:2103.07651. 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 | |
2021 | An investigation of higher order moments of empirical financial data series. (2021). Savel, Sergey ; de Clerk, Luke. In: Papers. RePEc:arx:papers:2103.13199. Full description at Econpapers || Download paper | |
2021 | Analytic formula for option margin with liquidity costs under dynamic delta hedging. (2021). Ki, Byoung ; Lee, Kyungsub. In: Papers. RePEc:arx:papers:2103.15302. Full description at Econpapers || Download paper | |
2021 | Deep Hedging of Derivatives Using Reinforcement Learning. (2021). Poulos, Zissis ; Hull, John ; Chen, Jacky ; Cao, Jay. In: Papers. RePEc:arx:papers:2103.16409. Full description at Econpapers || Download paper | |
2021 | The Efficient Hedging Frontier with Deep Neural Networks. (2021). O'Hara, John ; Ventre, Carmine ; Gong, Zheng. In: Papers. RePEc:arx:papers:2104.05280. Full description at Econpapers || Download paper | |
2021 | A Bayesian analysis of gain-loss asymmetry. (2021). Terenzi, Giulia ; di Iura, Andrea Giuseppe. In: Papers. RePEc:arx:papers:2104.06044. Full description at Econpapers || Download paper | |
2021 | Removing non-smoothness in solving Black-Scholes equation using a perturbation method. (2021). , Endah ; Susanto, Hadi ; Imron, Chairul ; Hakam, Amirul ; Mardianto, Lutfi. In: Papers. RePEc:arx:papers:2104.07839. 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 | |
2021 | Three little arbitrage theorems. (2021). Contreras, Mauricio ; Ortiz, Roberto . In: Papers. RePEc:arx:papers:2104.10187. Full description at Econpapers || Download paper | |
2021 | A note on a PDE approach to option pricing under xVA. (2021). Baustian, Falko ; Vsv, Vladim'Ir ; Posp, Jan ; Fencl, Martin. In: Papers. RePEc:arx:papers:2105.00051. Full description at Econpapers || Download paper | |
2021 | Global Index on Financial Losses due to Crime in the United States. (2021). Mahanama, Thilini ; Rachev, Svetlozar ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2105.03514. Full description at Econpapers || Download paper | |
2021 | Pricing multivariate european equity option using gaussian mixture distributions and evt-based copulas. (2021). Wendkouni, Yameogo ; Barro, Diakarya ; Mallam, Hassane Abba ; Saley, Bisso. In: Papers. RePEc:arx:papers:2105.10599. Full description at Econpapers || Download paper | |
2021 | Arbitrage-free neural-SDE market models. (2021). Wang, Sheng ; Reisinger, Christoph ; Cohen, Samuel N. In: Papers. RePEc:arx:papers:2105.11053. 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 | |
2021 | Neural Options Pricing. (2021). Delise, Timothy. In: Papers. RePEc:arx:papers:2105.13320. 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 | |
2021 | Market Complete Option Valuation using a Jarrow-Rudd Pricing Tree with Skewness and Kurtosis. (2021). Rachev, Svetlozar T ; Fabozzi, Frank J ; Lindquist, Brent W ; Shirvani, Abootaleb ; Hu, Yuan. In: Papers. RePEc:arx:papers:2106.09128. Full description at Econpapers || Download paper | |
2021 | Pricing American options with the Runge-Kutta-Legendre finite difference scheme. (2021). le Floc, Fabien. In: Papers. RePEc:arx:papers:2106.12049. Full description at Econpapers || Download paper | |
2021 | The Variance Gamma++ Process and Applications to Energy Markets. (2021). E, ; P., ; M., . In: Papers. RePEc:arx:papers:2106.15452. Full description at Econpapers || Download paper | |
2021 | Numerical approximation of hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay. (2021). Coffie, Emmanuel. In: Papers. RePEc:arx:papers:2107.03712. 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 | |
2021 | Deep equal risk pricing of financial derivatives with non-translation invariant risk measures. (2021). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2107.11340. 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 | |
2021 | $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs. (2021). Kebiri, Omar ; Remita, Mohamed Riad ; Hartmann, Carsten ; Mezdoud, Zaineb. In: Papers. RePEc:arx:papers:2108.06965. 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 | |
2021 | The Generalized Gamma distribution as a useful RND under Hestons stochastic volatility model. (2021). Boukai, Ben. In: Papers. RePEc:arx:papers:2108.07937. Full description at Econpapers || Download paper | |
2021 | European option pricing under generalized fractional Brownian motion. (2021). Araneda, Axel A. In: Papers. RePEc:arx:papers:2108.12042. 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 | |
2021 | Gibbs posterior inference on a Levy density under discrete sampling. (2021). Martin, Ryan ; Wang, Zhe. In: Papers. RePEc:arx:papers:2109.06567. Full description at Econpapers || Download paper | |
2021 | Automated Market-Making for Fiat Currencies. (2021). Sepp, Artur ; Lipton, Alex. In: Papers. RePEc:arx:papers:2109.12196. Full description at Econpapers || Download paper | |
2021 | Reinforcement Learning for Quantitative Trading. (2021). An, BO ; Wang, Rundong ; Sun, Shuo. In: Papers. RePEc:arx:papers:2109.13851. Full description at Econpapers || Download paper | |
2021 | 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 | |
2021 | A Quantum Generative Adversarial Network for distributions. (2021). Kondratyev, Alexei ; Jacquier, Antoine ; Assouel, Amine. In: Papers. RePEc:arx:papers:2110.02742. 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 | |
2021 | Pricing S&P 500 Index Options with L\evy Jumps. (2021). Liang, Nan ; Xie, Bin. In: Papers. RePEc:arx:papers:2111.10033. Full description at Econpapers || Download paper | |
2021 | Reinforcement learning for options on target volatility funds. (2021). Polo, Stefano ; Pallavicini, Andrea ; Nastasi, Emanuele ; Daluiso, Roberto. In: Papers. RePEc:arx:papers:2112.01841. Full description at Econpapers || Download paper | |
2021 | Posterior Cramer-Rao Lower Bound based Adaptive State Estimation for Option Price Forecasting. (2021). Yashaswi, Kumar. In: Papers. RePEc:arx:papers:2112.03193. 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 | |
2021 | Neural Networks for Delta Hedging. (2021). Kim, Joocheol ; Son, Guijin. In: Papers. RePEc:arx:papers:2112.10084. Full description at Econpapers || Download paper | |
2021 | Mild to classical solutions for XVA equations under stochastic volatility. (2021). Kalinin, Alexander ; Graceffa, Federico ; Brigo, Damiano. In: Papers. RePEc:arx:papers:2112.11808. 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 | |
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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 | 223 |
1978 | The Returns and Risk of Alternative Call Option Portfolio Investment Strategies. In: The Journal of Business. [Full Text][Citation analysis] | article | 32 |
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 | 6922 |
1982 | Dividends and Taxes: Some Empirical Evidence. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 152 |
1981 | The economics of hedging and spreading in futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
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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