3 papers in the archive are tagged Black-Scholes market, each distilled into a research flowchart and scored on two axes — mathematical complexity and empirical rigor (how scoring works). They are ranked below so the most evidence-backed work appears first.
- Machine Learning-powered Pricing of the Multidimensional Passport Option Lab Rats Rigor 4 Math 9
- Naive Markowitz Policies Lab Rats Rigor 2.5 Math 8
- An Explicit Solution for the Problem of Optimal Investment with Random Endowment Lab Rats Rigor 2 Math 8.5
Broader area: Options & Derivatives · All topics: research topics → · Full archive: every paper →