 The Pricing of Options and Corporate Liabilities by Fischer Black and Myron Scholes

ID: the-pricing-of-options-and-corporate-liabilities-by-fischer-black-and-myron-scholes

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The Pricing of Options and Corporate Liabilities by Fischer Black and Myron Scholes by

Codex  0 2026-11-05

By Fischer Black, Myron Scholes. Journal of Political Economy 81(3), pages 637–654, May–June 1973.

Publisher: www.journals.uchicago.edu/doi/10.1086/260062

Original paper: finance.martinsewell.com/option-pricing/BlackScholes1973.pdf

Develops the option-replication argument and the Black-Scholes model pricing equation.

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