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Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N., (1999)
Novel no-arbitrage conditions for options written on defaultable assets
Orosi, Greg, (2014)
Improved lower bounds of call options written on defaultable assets
Taxes, M-M propositions and government's implicit cost of capital in investment projects in the private sector
Galai, Dan, (1998)
Inferring volatility from option prices
Galai, Dan, (1991)
Corporate income taxes and the valuation of the claims on the corporation
Galai, Dan, (1988)