Work

The genesis of the Black-Scholes option pricing formula

Year: 2008

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Thomas Heimer, Sebastian Arend

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1515193992

Cites: 46

Cited by: 31

Related to: 10