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Recurrent, robust and scalable patterns underlie human approach and avoidanceA Fuzzy Pay-Off Method for Real Option ValuationScaling and memory in volatility return intervals in financial markets.Irregularity, volatility, risk, and financial market time seriesStatistical properties of the volatility of price fluctuationsDynamic scaling approach to study time series fluctuationsCorporate social responsibility: a real options approach to the challenge of financial sustainabilityQuantifying the impact and extent of undocumented biomedical synonymyA financing model to solve financial barriers for implementing green building projectsTop-down causation and emergence: some comments on mechanismsThe Pricing of Options on Assets with Stochastic VolatilitiesPredicting Volatility in the Foreign Exchange MarketInvestment decisions in mobile telecommunications networks applying real optionsReciprocity as a Foundation of Financial Economics.Foreign exchange market data analysis reveals statistical features that predict price movement acceleration.Single stock dynamics on high-frequency data: from a compressed coding perspective.Novel Covariance-Based Neutrality Test of Time-Series Data Reveals Asymmetries in Ecological and Economic Systems111 years of Brownian motionThe spread of scientific information: insights from the web usage statistics in PLoS article-level metrics.Problems with using the normal distribution--and ways to improve quality and efficiency of data analysisReversible and noisy progression towards a commitment point enables adaptable and reliable cellular decision-making.Fractal profit landscape of the stock market.Novelty, stress, and biological roots in human market behaviorA random matrix approach to credit risk.Unification theory of optimal life histories and linear demographic models in internal stochasticity.Unraveling hidden order in the dynamics of developed and emerging marketsA Kramers-Moyal approach to the analysis of third-order noise with applications in option valuationA Financial Market Model Incorporating Herd Behaviour.Scale-freeness and biological networks.Disentangling the stochastic behavior of complex time series.Scaling and predictability in stock markets: a comparative study.Did Neoliberalizing West African Forests Produce a New Niche for Ebola?Anomalous scaling of stochastic processes and the Moses effect.A numerical study of the European option by the MLPG method with moving kriging interpolation.Environmental Induction of Neurodevelopmental Disorders.Improving default risk prediction using Bayesian model uncertainty techniques.Probabilistic forecasting using stochastic diffusion models, with applications to cohort processes of marriage and fertility.Solvable stochastic dealer models for financial markets.Thermodynamics of urban population flows.Phenomenology of stochastic exponential growth.
P2860
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P2860
description
Fischer Black et Myron Scholes ...... 1973 dans le Journal of Politi
@fr
wetenschappelijk artikel
@nl
наукова стаття, опублікована в травні 1973
@uk
name
The Pricing of Options and Corporate Liabilities
@nl
The pricing of options and corporate liabilities
@en
The pricing of options and corporate liabilities
@fr
type
label
The Pricing of Options and Corporate Liabilities
@nl
The pricing of options and corporate liabilities
@en
The pricing of options and corporate liabilities
@fr
altLabel
The Pricing of Options and Corporate Liabilities
@en
prefLabel
The Pricing of Options and Corporate Liabilities
@nl
The pricing of options and corporate liabilities
@en
The pricing of options and corporate liabilities
@fr
P2860
P356
P1476
The Pricing of Options and Corporate Liabilities
@en
P2860
P304
P3219
the-pricing-of-options-and-corporate-liabilities
P356
10.1086/260062
P407
P577
1973-05-01T00:00:00Z