The Pricing of Options and Corporate Liabilities by Fischer Black and Myron Scholes (source code)

= The Pricing of Options and Corporate Liabilities by Fischer Black and Myron Scholes
{c}
{tag=Work by Fischer Black}
{tag=Work by Myron Scholes}
{title2=1973}
{title2=10.1086/260062}

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

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

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

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