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1
In honor of the Nobel laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A.
-
2007
Persistent link: https://www.econbiz.de/10003466764
Saved in:
2
Nobel contingencies
Reszat, Beate
- In:
Intereconomics : review of European economic policy
32
(
1997
)
6
,
pp. 259-263
Persistent link: https://www.econbiz.de/10011547980
Saved in:
3
Empirische Beiträge zur Optionsbewertung am Beispiel von Black und Scholes u.a.
Schroeder, Gerhard
- In:
Finanzierungen
,
(pp. 29-53)
.
1998
Persistent link: https://www.econbiz.de/10001426656
Saved in:
4
Black, Merton, and Scholes : their central constributions to economics
Duffie, Darrell
- In:
The legacy of Fischer Black
,
(pp. 286-298)
.
2005
Persistent link: https://www.econbiz.de/10003404115
Saved in:
5
Global convertible investing : the Gabelli way
Woodson, Hart
-
2002
Persistent link: https://www.econbiz.de/10001664528
Saved in:
6
Robert Merton, Myron Scholes and the development of derivative pricing
Schaefer, Stephen M.
- In:
The Scandinavian journal of economics
100
(
1998
)
2
,
pp. 425-445
Persistent link: https://www.econbiz.de/10001245490
Saved in:
7
Black, Merton and Scholes : their central contributions to economics
Duffie, Darrell
- In:
The Scandinavian journal of economics
100
(
1998
)
2
,
pp. 411-423
Persistent link: https://www.econbiz.de/10001245494
Saved in:
8
Nobel contingencies
Reszat, Beate
- In:
Intereconomics : review of European economic policy
32
(
1997
)
6
,
pp. 259-263
Persistent link: https://www.econbiz.de/10001230233
Saved in:
9
The Nobel-Awarded Black Scholes Model : Key Characteristics and Its Applications to Option Valuation - Ultimate Collapse of LTCM Fund
Rajkowski, Michal
-
2012
The aim of this paper is to present different views on Black-Scholes model. The Black-Scholes equation is one of the most significant equations in financial mathematics. It is commonly used to determine price of options. However its applications as well as modifications go far beyond this...
Persistent link: https://www.econbiz.de/10013100468
Saved in:
10
QLBS : Q-Learner in the Black-Scholes (-Merton) Worlds
Halperin, Igor
-
2019
Markowitz portfolio
theory
. Using Q-Learning and related methods, once created in a parametric setting, the model is able to go …
Persistent link: https://www.econbiz.de/10012900426
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