How to Use the Holes in Black-Scholes

By Fischer Black · Morgan Stanley · 1989 · INV201-102-25

An article by Fischer Black in the Journal of Applied Corporate Finance (volume 1, issue 4, 1989, pages 67-73). The SOA supplies it as study note INV201-102-25 under the title "How to Use the Holes in Black-Scholes".

On the syllabus

Exam INV-201 — the whole article; outcome 2g.

Contents unavailable The SOA supplies this article as a study note that is not available electronically, and the journal's full text is behind a publisher paywall. No free copy or abstract could be found, so this page records the citation and the assignment, and its sections are not listed.

Sources

How To Use The Holes In Black-Scholes (Journal of Applied Corporate Finance 1(4), IDEAS/RePEc) — the bibliographic record: title, author, journal, volume, issue, pages, year, publisher (Morgan Stanley) and DOI 10.1111/j.1745-6622.1989.tb00175.x; no abstract is given; the match of the study note to this article is by its identical title
INV 201 Introductory Study Note, Nov 2026/Mar 2027/Jul 2027 (SOA) — the study-note code INV201-102-25 and its title
INV 201 Syllabus, Nov 2026/Mar 2027/Jul 2027 (SOA) — the learning outcome and the statement that study notes are not available electronically