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How To Use The Holes In Black‐Scholes

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  • Fischer Black

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  • Fischer Black, 1989. "How To Use The Holes In Black‐Scholes," Journal of Applied Corporate Finance, Morgan Stanley, vol. 1(4), pages 67-73, January.
    • Handle: RePEc:bla:jacrfn:v:1:y:1989:i:4:p:67-73
    DOI: 10.1111/j.1745-6622.1989.tb00175.x
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    Cited by:

    1. Radu Tunaru, 2015. "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524, August.
    2. Andrea Giuseppe Di Iura & Giulia Terenzi, 2021. "A Bayesian analysis of gain-loss asymmetry," Papers 2104.06044, arXiv.org.
    3. Bianconi, Marcelo & MacLachlan, Scott & Sammon, Marco, 2015. "Implied volatility and the risk-free rate of return in options markets," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 1-26.
    4. Andrea Di Iura & Giulia Terenzi, 2022. "A Bayesian analysis of gain-loss asymmetry," SN Business & Economics, Springer, vol. 2(5), pages 1-23, May.
    5. Benzion Boukai, 2022. "The Generalized Gamma Distribution as a Useful RND under Heston’s Stochastic Volatility Model," JRFM, MDPI, vol. 15(6), pages 1-18, May.
    6. Blacconiere, Walter G. & Frederickson, James R. & Johnson, Marilyn F. & Lewis, Melissa F., 2011. "Are voluntary disclosures that disavow the reliability of mandated fair value information informative or opportunistic?," Journal of Accounting and Economics, Elsevier, vol. 52(2), pages 235-251.
    7. Li, Hao & Melnikov, Alexander, 2014. "Polynomial extensions of distributions and their applications in actuarial and financial modeling," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 250-260.
    8. Yacine Belghitar & Ephraim Clark, 2014. "Convexity, Magnification, And Translation: The Effect Of Managerial Option-Based Compensation On Corporate Cash Holdings," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 37(2), pages 191-210, June.

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