black-scholes option pricing
DESCRIPTION
Classic paper that began the arbitrage pricing revolution.TRANSCRIPT
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The Pricing of Options and Corporate LiabilitiesAuthor(s): Fischer Black and Myron ScholesSource: The Journal of Political Economy, Vol. 81, No. 3 (May - Jun., 1973), pp. 637-654Published by: The University of Chicago PressStable URL: http://www.jstor.org/stable/1831029Accessed: 27/09/2008 03:40
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