Two stock options at the races: Black–Scholes forecasts

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Quantitative Finance, Vol. 12, Iss. 9, 2012-09 ,pp. : 1325-1333

Routledge Ltd

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Bubbles and crashes in a Black–Scholes model with delay

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Finance and Stochastics, Vol. 17, Iss. 1, 2013-01 ,pp. : 1-30

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Accurate numerical solution of Black-Scholes option pricing equations

By García-Rubio Raquel  

International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 3, 2011-09 ,pp. : 236-243

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

By Bennell Julia   Sutcliffe Charles  

International Journal of Intelligent Systems in Accounting, Finance & Management, Vol. 12, Iss. 4, 2004-10 ,pp. : 243-260

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

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