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klouie black-scholes [2 articles]

最近 klouie さんのライブラリに追加された論文の中から タグ black-scholes. You can also see everyone's black-scholes.
  • Option pricing: A simplified approach
    Journal of Financial Economics, Vol. 7, No. 3. (September 1979), pp. 229-263.
    by John C Cox, Stephen A Ross, Mark Rubinstein
  • The Pricing of Options and Corporate Liabilities
    The Journal of Political Economy, Vol. 81, No. 3. (1973), pp. 637-654.
    by Fischer Black, Myron Scholes
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