Home/Academic Papers/Papers I Remember/The Pricing of Options and Corporate LiabilitiesItemThe Pricing of Options and Corporate Liabilitiesin Papers I Remember by Graham Pickersgill0likesLike this itemFollow Graham PickersgillOpen in appThe Pricing of Options and Corporate Liabilities on “Papers I Remember”, a list by Graham Pickersgill on TheLysts.DetailsPhoto—Name—TickPaperThe Pricing of Options and Corporate LiabilitiesAuthorsFischer Black, Myron ScholesFieldFinancial economicsKey ideaIntroduces the Black–Scholes model, showing how to price options via continuous-time hedging and arbitrage arguments.Year1973My takeThe first time I saw the PDE I thought, ‘Fair enough, I’ll just stay in motor claims.’ Still, it’s the backbone of half the spreadsheets in the City.PreviousProspect Theory: An Analysis of Decision under RiskNextPortfolio SelectionRelated itemsRevisiting The HallmarksThe CRASH-2 trial collaborators. Effects of tranexamic acid on death, vascular occlusive events, and blood transfusion in trauma patientsRivers E. Early goal-directed therapy in the treatment of severe sepsis and septic shockGlobal Burden of Disease 2019Report
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