Myron S. Scholes : Citation Profile

Stanford University

18

H index

19

i10 index

9614

Citations

RESEARCH PRODUCTION:

31

Articles

12

Papers

5

Chapters

RESEARCH ACTIVITY:

   51 years (1972 - 2023). See details.
   Cites by year: 188
   Journals where Myron S. Scholes has often published
   Relations with other researchers
   Recent citing documents: 314.    Total self citations: 4 (0.04 %)

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   Permalink: http://citec.repec.org/psc29
   Updated: 2025-03-08    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Myron S. Scholes.

Is cited by:

Veld, Chris (33)

Platen, Eckhard (31)

Härdle, Wolfgang (29)

Venegas-Martínez, Francisco (24)

Renneboog, Luc (24)

Tabak, Benjamin (22)

Miao, Jianjun (21)

Schlogl, Erik (21)

Wu, Liuren (19)

Engle, Robert (19)

Wang, Neng (18)

Cites to:

Longstaff, Francis (13)

Jarrow, Robert (12)

Lo, Andrew (11)

Chen, Zhiwu (11)

Dybvig, Philip (11)

Dybvig, Phillip (10)

Stulz, René (10)

Brennan, Michael (9)

Kau, James (9)

Duffie, Darrell (9)

Marcus, Alan (9)

Main data

Where Myron S. Scholes has published?

Journals with more than one article published# docs
Journal of Finance8
Journal of Financial Economics4
The Journal of Business4
American Economic Review2
Journal of Political Economy2
Journal of Financial Transformation2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc7
Research Papers / Stanford University, Graduate School of Business2

Recent works citing Myron S. Scholes (2025 and 2024)

YearTitle of citing document
2024The Black-Scholes-Merton dual equation. (2019). Liu, Qiang ; Guo, Shuxin . In: Papers. RePEc:arx:papers:1912.10380.

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2025Explicit approximations for option prices via Malliavin calculus for the stochastic Verhulst volatility model. (2020). Langren, Nicolas ; Das, Kaustav. In: Papers. RePEc:arx:papers:2006.01542.

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2024Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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2024To VaR, or Not to VaR, That is the Question. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2101.08559.

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2024Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

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2024Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038.

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2024Stability of Crank-Nicolson compact scheme for convection-diffusion equations using matrix method. (2022). Patel, Kuldip Singh ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2201.05854.

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2024Black-Scholes Option Pricing Revisited?. (2022). Mink, Mark ; de Weert, Frans J. In: Papers. RePEc:arx:papers:2202.05671.

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2024Stochastic integral representation of solutions to Hodge theoretic Poissons equations on Graphs, and cooperative value allocation of Shapley and Nash. (2022). Lim, Tongseok. In: Papers. RePEc:arx:papers:2203.06860.

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2024The Log Private Company Valuation Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666.

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2024Signature-based validation of real-world economic scenarios. (2022). Jourdain, Benjamin ; Boumezoued, Alexandre ; Herv'e Andr`es, . In: Papers. RePEc:arx:papers:2208.07251.

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2024Compact schemes for variable coefficient convection-diffusion equations. (2022). Sahu, Pradeep Kumar ; Patel, Kuldip Singh ; Goswami, Anindya. In: Papers. RePEc:arx:papers:2209.02873.

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2024Chaotic Hedging with Iterated Integrals and Neural Networks. (2022). Schmocker, Philipp ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2209.10166.

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2024Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2023). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095.

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2024Data-driven Approach for Static Hedging of Exchange Traded Options. (2023). Jain, Shashi ; Dhandapani, Vikranth Lokeshwar. In: Papers. RePEc:arx:papers:2302.00728.

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2024Unifying Market Microstructure and Dynamic Asset Pricing. (2023). Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan ; Lauria, Davide. In: Papers. RePEc:arx:papers:2304.02356.

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2024Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing. (2023). Fernholz, Robert. In: Papers. RePEc:arx:papers:2308.13717.

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2024iCOS: Option-Implied COS Method. (2023). Vladimirov, Evgenii. In: Papers. RePEc:arx:papers:2309.00943.

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2024Pre-electoral coalition agreement from the Black-Scholes point of view. (2023). Mitrovic, Darko. In: Papers. RePEc:arx:papers:2310.16424.

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2024No-Arbitrage Deep Calibration for Volatility Smile and Skewness. (2023). Phelan, Carolyn E ; Hoshisashi, Kentaro ; Barucca, Paolo. In: Papers. RePEc:arx:papers:2310.16703.

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2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635.

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2024Pricing and hedging for a sticky diffusion. (2023). Anagnostakis, Alexis. In: Papers. RePEc:arx:papers:2311.17011.

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2024Optimizing Neural Networks for Bermudan Option Pricing: Convergence Acceleration, Future Exposure Evaluation and Interpolation in Counterparty Credit Risk. (2024). Jain, Shashi ; Dhandapani, Vikranth Lokeshwar. In: Papers. RePEc:arx:papers:2402.15936.

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2024On short-time behavior of implied volatility in a market model with indexes. (2024). Nguyen, Thai ; Chau, Huy N. In: Papers. RePEc:arx:papers:2402.16509.

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2024Quanto Option Pricing on a Multivariate Levy Process Model with a Generative Artificial Intelligence. (2024). Kim, Hyun-Gyoon. In: Papers. RePEc:arx:papers:2402.17919.

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2024Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement. (2024). Jain, Shashi ; Dhandapani, Vikranth Lokeshwar. In: Papers. RePEc:arx:papers:2402.17941.

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2024A time-stepping deep gradient flow method for option pricing in (rough) diffusion models. (2024). Rou, Jasper ; Papapantoleon, Antonis. In: Papers. RePEc:arx:papers:2403.00746.

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2024Hydrodynamics of Markets:Hidden Links Between Physics and Finance. (2024). Lipton, Alexander. In: Papers. RePEc:arx:papers:2403.09761.

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2024On the potential of quantum walks for modeling financial return distributions. (2024). Schoors, Koen ; Ryckebusch, Jan ; de Backer, Stijn. In: Papers. RePEc:arx:papers:2403.19502.

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2024Mathematics of Differential Machine Learning in Derivative Pricing and Hedging. (2024). Gomes, Pedro Duarte. In: Papers. RePEc:arx:papers:2405.01233.

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2024Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation. (2024). Vu, Duc Thinh ; Lepinette, Emmanuel. In: Papers. RePEc:arx:papers:2405.06764.

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2024The $\kappa$-generalised Distribution for Stock Returns. (2024). Forbes, Samuel. In: Papers. RePEc:arx:papers:2405.09929.

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2024Intergenerational cross-subsidies in UK collective defined contribution (CDC) funds. (2024). Armstrong, John ; Donnelly, Catherine ; Dalby, James. In: Papers. RePEc:arx:papers:2411.13565.

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2024Market Making without Regret. (2024). Colomboni, Roberto ; Cesari, Tommaso ; Cesa-Bianchi, Nicolo ; Pathak, Vinayak ; Foscari, Luigi. In: Papers. RePEc:arx:papers:2411.13993.

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2024MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series. (2024). Varner, Jeffrey D ; Wheeler, Aaron. In: Papers. RePEc:arx:papers:2411.16585.

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2024Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates. (2024). Meissner, Gunter A ; Ter-Avanesov, Boris. In: Papers. RePEc:arx:papers:2411.16617.

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2024Semiclassical CEV Option Pricing Model: an Analytical Approach. (2024). Morales-Ruiz, Juan J ; Lope-Alba, Jose ; Capit, Jose A. In: Papers. RePEc:arx:papers:2411.18154.

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2024Probabilistic Predictions of Option Prices Using Multiple Sources of Data. (2024). Martin, Gael M ; Frazier, David T ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2412.00658.

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2024AD-HOC: A C++ Expression Template package for high-order derivatives backpropagation. (2024). Rey, Juan Lucas. In: Papers. RePEc:arx:papers:2412.05300.

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2024The AI Black-Scholes: Finance-Informed Neural Network. (2024). Chi, Cheng ; Li, Xuanze ; Aboussalah, Amine M ; Patel, Raj. In: Papers. RePEc:arx:papers:2412.12213.

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2024Travelling wave solutions of an equation of Harry Dym type arising in the Black-Scholes framework. (2024). Kourakis, Ioannis ; Albani, Vinicius ; Singh, Kuldeep ; Zubelli, Jorge P. In: Papers. RePEc:arx:papers:2412.19020.

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2024Rough differential equations for volatility. (2024). Gasteratos, Ioannis ; Jacquier, Antoine ; Bonesini, Ofelia ; Ferrucci, Emilio. In: Papers. RePEc:arx:papers:2412.21192.

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2025A Space Mapping approach for the calibration of financial models with the application to the Heston model. (2025). Ehrhardt, Matthias ; Totzeck, Claudia ; Clevenhaus, Anna. In: Papers. RePEc:arx:papers:2501.14521.

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2025On non-uniqueness in the option valuation problem. (2025). Rozanova, Olga S ; Ladykova, Ekaterina A. In: Papers. RePEc:arx:papers:2501.18721.

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2024Do Better Managers Get Better Loan Contracts?. (2024). Wu, Qiang ; Ren, Ning ; Francis, Bill B ; Sun, Xian. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:3:p:539-577.

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2024Supply chain concentration and cost of capital. (2024). Wei, Chao ; Upson, James E. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:607-634.

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2024Do dividends mitigate bad news hoarding, overinvestments, and stock price crash risk?. (2024). Xie, Hong ; Luo, LE ; Kim, Jeong Bon. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3999-4038.

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2024How much would it cost to guarantee debt for all publicly traded U.S. corporations?. (2024). Miller, Stephen Matteo. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:4:p:604-622.

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2024Modeling Conditional Factor Risk Premia Implied by Index Option Returns. (2024). Orowski, Piotr ; Jacobs, Kris ; Fournier, Mathieu. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2289-2338.

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2024Bonds versus Equities: Information for Investment. (2024). Chang, Huifeng ; Eisfeldt, Andrea L ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3893-3941.

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2024.

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2024THE FACTORS AFFECTING CORPORATE BOND SPREADS. (2024). Michelson, Noam ; Vieder, Haim ; Graham-Rozen, Meital. In: Israel Economic Review. RePEc:boi:isrerv:v:22:y:2024:i:1:p:1-46.

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2024Money-metric valuation of assets. (2024). Shah, Sudhir A. In: Working papers. RePEc:cde:cdewps:347.

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More than 100 citations found, this list is not complete...

Works by Myron S. Scholes:

YearTitleTypeCited
1998Derivatives in a Dynamic Environment. In: American Economic Review.
[Full Text][Citation analysis]		article15
1997Derivatives in a Dynamic Environment.(1997) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2000Crisis and Risk Management In: American Economic Review.
[Full Text][Citation analysis]		article67
2013Fischer Black In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article0
1995 Fischer Black..(1995) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
1989STOCK INDEX FUTURES AND THE CRASH OF 87 In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article0
1972The Valuation of Option Contracts and a Test of Market Efficiency. In: Journal of Finance.
[Full Text][Citation analysis]		article154
1973Causes and Predictions of Rates of Return on Stocks and Bonds: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article0
1974From Theory to a New Financial Product. In: Journal of Finance.
[Full Text][Citation analysis]		article7
1976Taxes and the Pricing of Options. In: Journal of Finance.
[Full Text][Citation analysis]		article18
1980 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing. In: Journal of Finance.
[Full Text][Citation analysis]		article20
1991 Stock and Compensation. In: Journal of Finance.
[Full Text][Citation analysis]		article4
2001Merton H. Miller: Memories of a Great Mentor and Leader In: Journal of Finance.
[Full Text][Citation analysis]		article0
1992FIRMS RESPONSES TO ANTICIPATED REDUCTIONS IN TAX RATES - THE TAX-REFORM ACT OF 1986 In: Journal of Accounting Research.
[Full Text][Citation analysis]		article59
1992Firms Responses to Anticipated Reductions in Tax Rates: The Tax Reform Act of 1986.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2013The Cost of Constraints: Risk Management, Agency Theory and Asset Prices In: Research Papers.
[Full Text][Citation analysis]		paper1
2014The Cost of Constraints: Risk Management, Agency Theory and Asset Prices.(2014) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1974The effects of dividend yield and dividend policy on common stock prices and returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article188
1989Decentralized investment banking : The case of discount dividend-reinvestment and stock-purchase plans In: Journal of Financial Economics.
[Full Text][Citation analysis]		article18
1989Decentralized Investment Banking: The Case of Discount Dividend-Reinve stment and Stock-Purchase Plans.(1989) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
1977Estimating betas from nonsynchronous data In: Journal of Financial Economics.
[Full Text][Citation analysis]		article824
1978Dividends and taxes In: Journal of Financial Economics.
[Full Text][Citation analysis]		article159
2009Makert-Based Mechanisms to Reduce Systemic Risk In: Book Chapters.
[Full Text][Citation analysis]		chapter1
1996Global Financial Markets, Derivative Securities, and Systemic Risks. In: Journal of Risk and Uncertainty.
[Citation analysis]		article3
2007Information Sharing, Price Negotiation and Management Buy-outs of Private Family-owned Firms In: Small Business Economics.
[Full Text][Citation analysis]		article22
1991The Role of Tax Rules in the Recent Restructuring of US Corporations In: NBER Chapters.
[Full Text][Citation analysis]		chapter8
1983Who Owns the Assets in a Defined-Benefit Pension Plan? In: NBER Chapters.
[Full Text][Citation analysis]		chapter19
1982Who Owns the Assets in a Defined Benefit Pension Plan.(1982) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
1983Economic Implications of ERISA In: NBER Chapters.
[Full Text][Citation analysis]		chapter2
1982Economic Implications of ERISA.(1982) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
1989Converting Corporations to Partnerships through Leverage: Theoretical and Practical Impediments In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
1989Employee Stock Ownership Plans and Corporate Restructuring: Myths and Realities In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
1989The Effects of Changes in Tax Laws on Corporate Reorganization Activity In: NBER Working Papers.
[Full Text][Citation analysis]		paper85
1990The Effects of Changes in Tax Laws on Corporate Reorganization Activity..(1990) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		article
2006The Derivatives Sourcebook In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]		article0
1990Tax Planning, Regulatory Capital Planning, and Financial Reporting Strategy for Commercial Banks. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article136
1993Entretien avec Myron Scholes, Managing Director, Salomon Brothers et Professeur à Stanford In: Revue d'Économie Financière.
[Full Text][Citation analysis]		article0
2004The future of hedge funds In: Journal of Financial Transformation.
[Citation analysis]		article3
2004The future of hedge funds.(2004) In: Journal of Financial Transformation.
[Citation analysis]
This paper has nother version. Agregated cites: 3		article
1998Autobiography In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]		paper0
2008Interview with Nobel Prize Laureate Myron S. Scholes In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]		paper0
1972The Market for Securities: Substitution versus Price Pressure and the Effects of Information on Share Prices. In: The Journal of Business.
[Full Text][Citation analysis]		article230
1978The Returns and Risk of Alternative Call Option Portfolio Investment Strategies. In: The Journal of Business.
[Full Text][Citation analysis]		article35
1982The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies. In: The Journal of Business.
[Full Text][Citation analysis]		article18
1973The Pricing of Options and Corporate Liabilities. In: Journal of Political Economy.
[Full Text][Citation analysis]		article7337
1982Dividends and Taxes: Some Empirical Evidence. In: Journal of Political Economy.
[Full Text][Citation analysis]		article165
1981The economics of hedging and spreading in futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7
2023Using Option Pricing Information to Time Diversify Portfolio Returns In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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