Work

The Valuation of Option Contracts and a Test of Market Efficiency

Year: 1972

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1972.tb00969.x

Authors: Jerome B. Cohen, Fischer Black, Myron Scholes

Institutions: Baruch College, City University of New York, University of Chicago, Massachusetts Institute of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2052635514

FWCI: 15.24

Cites: 8

Cited by: 913

Related to: 10