TY - JOUR AU1 - Black, Fischer AB - Footnotes 1 . See John Cox and Stephen Ross, Journal of Financial Economics (January/ March 1976). 2 . See John Cox, Robert Merton, and Stephen Ross, Journal of Financial Economics January/March 1976). 3 . Robert Merton, Bell Journal of Economics and Management Science (1977). 4 . John Cox , Mark Rubinstein , and Stephen Ross , “ Option Pricing: A Simplified Approach ,” Journal of Financial Economics Vol. 7 ( 1979 ), 229 – 263 . 5 . For evidence of mean reversion, see Eugene Fama and Kenneth French , “ Permanent and Temporary Components of Stock Prices ,” Journal of Political Economy Vol. 96 No. 2 ( April 1988 ), 246 – 273 ; and James Poterba and Lawrence Summers , “ Mean Reversion in Stock Prices: Evidence and Implications ,” Journal of Financial Economics Vol. 22 No. 1 ( October 1988 ), 27 – 60 . TI - HOW TO USE THE HOLES IN BLACK‐SCHOLES JF - Journal of Applied Corporate Finance DO - 10.1111/j.1745-6622.1989.tb00175.x DA - 1989-01-01 UR - https://www.deepdyve.com/lp/wiley/how-to-use-the-holes-in-black-scholes-smlLSdLBq5 SP - 67 VL - 1 IS - 4 DP - DeepDyve ER -