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Showing papers by "Myron S. Scholes published in 2010"


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TL;DR: The Derivatives Sourcebook as discussed by the authors is a citation study and classification system that organizes the many strands of the derivatives literature and assigns each citation to a category, and includes the 1997 Nobel lectures of Robert Merton and Myron Scholes.
Abstract: The Derivatives Sourcebook is a citation study and classification system that organizes the many strands of the derivatives literature and assigns each citation to a category. Over 1800 research articles are collected and organized into a simple web-based searchable database. We have also included the 1997 Nobel lectures of Robert Merton and Myron Scholes as a backdrop to this literature.

23 citations