Black–Scholes versus artificial neural networks in pricing FTSE 100 options

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John Wiley & Sons Inc

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When are Options Overpriced? The Black–Scholes Model and Alternative Characterisations of the Pricing Kernel

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Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk

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Comment on `Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk'

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Optimal time to sell a stock in the Black-Scholes model: comment on 'Thou shalt buy and hold', by A. Shiryaev, Z. Xu and X.Y. Zhou

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