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TAXES AND THE PRICING OF OPTIONS · Study

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ArticleTAXES AND THE PRICING OF OPTIONS

Fischer Black1976

Article1976

TAXES AND THE PRICING OF OPTIONS

Fischer Black · Myron S. Scholes

63 citations·0/0 files stored·The Journal of Finance

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Stochastic processes and financial applications Financial Markets and Investment Strategies Corporate Taxation and Avoidance

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References

1973The Pricing of Options and Corporate Liabilities 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1976Option pricing when underlying stock returns are discontinuous 1963CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION 1976The valuation of options for alternative stochastic processes 1975Fact and Fantasy in the Use of Options 1972THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY

Cited by

2007Approximate inversion of the Black–Scholes formula using rational functions 1980Market Incompleteness and Divergences Between Forward and Futures Interest Rates 1986CONVERTIBLE BOND VALUATION: AN EMPIRICAL TEST 2008Price discovery in the options markets: An application of put‐call parity 2003The tax (dis)advantage of a firm issuing options on its own stock 2004Improving Option Pricing With the Product Constrained Hybrid Neural Network

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Year1976

Typearticle

Published1976-05-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations63

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1111/j.1540-6261.1976.tb01889.x

openalex_workW1970218101

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2019Option prices and costly short-selling

1986Options, Taxes, and Ex-Dividend Day Behavior