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Option pricing models

In: Handbook of Critical Issues in Finance

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  • Paulo L. dos Santos

Abstract

This vital new Handbook is an authoritative volume presenting key issues in finance that have been widely discussed in the financial markets but have been neglected in textbooks and the usual compilations of conventional academic wisdom.

Suggested Citation

  • Paulo L. dos Santos, 2012. "Option pricing models," Chapters, in: Jan Toporowski & Jo Michell (ed.), Handbook of Critical Issues in Finance, chapter 35, pages i-ii, Edward Elgar Publishing.
    • Handle: RePEc:elg:eechap:14083_35
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    References listed on IDEAS

    as
    1. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288, World Scientific Publishing Co. Pte. Ltd..
    2. Shostak, Frank, 1997. "In Defense of Fundamental Analysis: A Critique of the Efficient Market Hypothesis," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 10(2), pages 27-45.
    3. Harrison, J. Michael & Kreps, David M., 1979. "Martingales and arbitrage in multiperiod securities markets," Journal of Economic Theory, Elsevier, vol. 20(3), pages 381-408, June.
    4. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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