Keywords
Valuation (finance)PortfolioSession (web analytics)Black–Scholes modelValuation of optionsManagementEconomicsMathematical economicsComputer scienceFinancial economicsFinance
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Publication Info
- Year
- 1972
- Type
- article
- Volume
- 27
- Issue
- 2
- Pages
- 399-417
- Citations
- 721
- Access
- Closed
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Cite This
Jerome B. Cohen,
Fischer Black,
Myron S. Scholes
(1972).
THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY.
The Journal of Finance
, 27
(2)
, 399-417.
https://doi.org/10.1111/j.1540-6261.1972.tb00969.x
Identifiers
- DOI
- 10.1111/j.1540-6261.1972.tb00969.x