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The use, misuse and abuse of mathematics in finance
7 references·3 citing·31 second hop
The use, misuse and abuse of mathematics in finance (2000)The use, misuse and abuse of mathematics …Theory of rational option pricing (2005)Theory of rational option pri…Derivatives: The Theory and Practice of Financial Engineering (1998)Derivatives: The Theory and P…Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model (1996)Managing the volatility risk …Uncertain volatility and the risk-free synthesis of derivatives (1995)Uncertain volatility and the …Pricing and hedging derivative securities in markets with uncertain volatilities (1995)Pricing and hedging derivativ…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Quantitative Method in Finance: From Detachment to Ethical Engagement (2014)Quantitative Method in Financ…Money Mathematics: Examining Ethics Education in Quantitative Finance (2012)Money Mathematics: Examining …Educating Professionals and Professional Education in a Geographical Context (2008)Educating Professionals and P…The Random Character of Stock Market Prices (1968)THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES (1969)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Coherent Measures of Risk (1999)PORTFOLIO SELECTION* (1952)Philosophical Investigations. (1954)Ethics in Finance Research: Recommendations from an Academic Experts Delphi Panel (2017)Martingales and arbitrage in multiperiod securities markets (1979)The Pricing of Options on Assets with Stochastic Volatilities (1987)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths (2010)Nonlinear Expectations and Stochastic Calculus under Uncertainty (2019)The System of Professions (1988)Chains and networks, territories and scales: towards a relational framework for analysing the global economy (2001)Varieties of Capitalism (2001)Risky Business: How Professionals and Professional Fields (Must) Deal with Organizational Issues (2011)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Martingales and stochastic integrals in the theory of continuous trading (1981)Stochastic Differential Equations and Diffusion Processes (1983)Sociological Paradigms and Organizational Analysis. (1983)An introduction to statistical finance (2002)An evolutionary heuristic for the index tracking problem (2003)An Engine, Not a Camera (2006)Robustness of the Black and Scholes Formula (1998)MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS (2006)Towards a Theory of Volatility Trading (2010)Option pricing: A simplified approach (1979)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,084 cited
  • 2005Theory of rational option pricing7,183 cited
  • 1995Pricing and hedging derivative securities in markets with uncertain volatilities681 cited
  • 1998Derivatives: The Theory and Practice of Financial Engineering554 cited
  • 1995Uncertain volatility and the risk-free synthesis of derivatives364 cited
  • 1996Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model146 cited

Cited by

  • 2008Educating Professionals and Professional Education in a Geographical Context15 cited
  • 2014Quantitative Method in Finance: From Detachment to Ethical Engagement8 cited
  • 2012Money Mathematics: Examining Ethics Education in Quantitative Finance5 cited

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