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Characterization of options
Galai, Dan - In: Journal of banking & finance 1 (1977) 4, pp. 373-385
Persistent link: https://www.econbiz.de/10002205601
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Empirical tests of boundary conditions for CBOE options
Galai, Dan - In: Journal of financial economics 6 (1978) 2/3, pp. 187-211
Persistent link: https://www.econbiz.de/10002205635
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On the Boness and black-scholes models for valuation of call options
Galai, Dan - In: Journal of financial and quantitative analysis : JFQA 13 (1978) 1, pp. 15-27
Persistent link: https://www.econbiz.de/10002205702
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Policy implication of full-loss-offset capital gains tax on forward contracts : a note on gains tax on Lelandʹs "Optimal forward exchange positions"
Galai, Dan - In: Journal of political economy 84 (1976) 6, pp. 1313-1318
Persistent link: https://www.econbiz.de/10002205778
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A proposal for indexes for traded call options
Galai, Dan - In: The journal of finance : the journal of the American … 34 (1979) 5, pp. 1157-1172
Persistent link: https://www.econbiz.de/10002205807
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A survey of empirical tests of option-pricing models
Galai, Dan - In: Option pricing : theory and applications, (pp. 45-80). 1983
Persistent link: https://www.econbiz.de/10002205817
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Tests of market efficiency of the Chicago Board Options Exchange
Galai, Dan - In: The journal of business : B 50 (1977) 2, pp. 167-197
Persistent link: https://www.econbiz.de/10002205835
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The option pricing model and the risk factor of stock
Galai, Dan; Masulis, Ronald W. - In: Journal of Financial Economics 3 (1976) 1-2, pp. 53-81
Persistent link: https://www.econbiz.de/10005372490
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Bid–Ask Spreads and Implied Volatilities of Key Players in a FX Options Market
Galai, Dan; Schreiber, Ben Z. - In: Journal of Futures Markets 33 (2013) 8, pp. 774-794
Persistent link: https://www.econbiz.de/10010826639