The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets

By Doran James   Ronn Ehud  

Review of Derivatives Research, Vol. 8, Iss. 3, 2005-12 ,pp. : 177-198

Springer Publishing Company

Access to resources Recommend Favorite

Two stock options at the races: Black–Scholes forecasts

By Oshanin G.   Schehr G.  

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

Routledge Ltd

Access to resources Recommend Favorite

Black-Scholes theory for an underlying with multiple attractors

By Herzberg Frederik  

Quantitative Finance, Vol. 8, Iss. 5, 2008-08 ,pp. : 453-457

Routledge Ltd

Access to resources Recommend Favorite

Bubbles and crashes in a Black–Scholes model with delay

By Appleby John   Riedle Markus   Swords Catherine  

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

Springer Publishing Company

Access to resources Recommend Favorite

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

Inderscience Publishers

Access to resources Recommend Favorite