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 itemsThe International Study of Infarct Survival (ISIS-2) Collaborative Group. Randomized trial of intravenous streptokinase, oral aspirin, both, or neither among 17 187 cases of suspected acute myocardial infarctionDiretriz da AHA sobre Ressuscitação Cardiopulmonar (RCP)Rastreamento que vale a penaDiretriz da Sociedade Brasileira de DiabetesReport
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