Unbiased and efficient Greeks of financial options

“Options, Futures, and Other Derivatives”

AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.2K citations · Full text

Business, Economics, Finance +11

Martingales and arbitrage in multiperiod securities markets

J. Michael Harrison, David M. Kreps · Journal of Economic Theory · 1979 · 3.7K citations

Business, Economics, Finance +12

The valuation of options for alternative stochastic processes

John C. Cox, Stephen A. Ross · Journal of Financial Economics · 1976 · 3K citations

Business, Economics, Finance +12

An Intertemporal General Equilibrium Model of Asset Prices

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 2.1K citations

Social Sciences, Economics, Asset Pricing +15

THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER

William Margrabe · The Journal of Finance · 1978 · 1.6K citations

Business, Economics, Finance +9