Concepedia
Statistics
Publications
18
Citations
3K
H-Index
15
Active since
1984
Affiliations
Morgan Stanley (United Kingdom)(Current)
University of Georgia
Rutgers, The State University of New Jersey
Fordham University
International Monetary Fund
Louis O. Scott is an author at Morgan Stanley (United Kingdom) specializing in economics, financial economics, and business.
Publications per year
1984–2022
Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application
Louis O. Scott · Journal of Financial and Quantitative Analysis · 1987 · 991 citations · Full text
Business, Economics, Finance +17
Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates
Ren‐Raw Chen, Louis O. Scott · The Journal of Fixed Income · 1993 · 592 citations
Business, Economics, Finance +16
Pricing Stock Options in a Jump‐Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods
Louis O. Scott · Mathematical Finance · 1997 · 402 citations
Pricing European Currency Options: A Comparison of the Modified Black- Scholes Model and a Random Variance Model
Marc Chesney, Louis O. Scott · Journal of Financial and Quantitative Analysis · 1989 · 291 citations
Pricing Interest Rate Options in a Two-Factor Cox–Ingersoll–Ross model of the Term Structure: Table 1
Ren‐Raw Chen, Louis O. Scott · Review of Financial Studies · 1992 · 190 citations
Business, Economics, Finance +13
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