Similar Search Results - EconBiz

General Properties of Option Prices.

Bergman, Yaacov Z; Grundy, Bruce D; Wiener, Zvi - In: Journal of Finance 51 (1996) 5, pp. 1573-1610

When the underlying price process is a one-dimensional diffusion, as well as in certain restricted stochastic volatility settings, a contingent claim's delta is bounded by the infimum and supremum of its delta at maturity. Further, if the claim's payoff is convex (concave), the claim's price is...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005309293

Economic Evaluation of Voting Power of Common Stock.

Levy, Haim - In: Journal of Finance 38 (1983) 1, pp. 79-93

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005691555

Portfolio Efficiency Analysis in Three Moments: The Multiperiod Case.

Arditti, Fred D; Levy, Haim - In: Journal of Finance 30 (1975) 3, pp. 797-809

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005214174

Valuation, Leverage and the Cost of Capital in the Case of Depreciable Assets: A Reply.

Levy, Haim; Arditti, Fred D - In: Journal of Finance 30 (1975) 1, pp. 221-23

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005214485

Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach.

Levy, Haim - In: Journal of Finance 40 (1985) 4, pp. 1197-1217

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005214662

Mean-Variance versus Direct Utility Maximization.

Kroll, Yoram; Levy, Haim; Markowitz, Harry M - In: Journal of Finance 39 (1984) 1, pp. 47-61

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005214947

Upper and Lower Bounds of Put and Call Option Value: Stochastic Dominance Approach--Erratum.

Levy, Haim - In: Journal of Finance 41 (1986) 5, pp. 1181-1181

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005334369

Valuation, Leverage, and the Cost of Capital in the Case of Depreciable Assets.

Levy, Haim; Arditti, Fred D - In: Journal of Finance 28 (1973) 3, pp. 687-93

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005334677

A Utility Function Depending on the First Three Moments: Comment.

Levy, Haim - In: Journal of Finance 24 (1969) 4, pp. 715-19

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005334784

Ordering Uncertain Options with Borrowing and Lending.

Levy, Haim; Kroll, Yoram - In: Journal of Finance 33 (1978) 2, pp. 553-74

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005296136

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