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Hedging with forwards and puts in complete and incomplete markets

Benninga, Simon Z.; Oosterhof, Casper M. - In: Journal of Banking & Finance 28 (2004) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10005213541

Decision Intervals and Portfolio Strategy

Benninga, S.; Blume, M. E. - Rodney L. White Center for Financial Research, Wharton …

Persistent link: https://www.econbiz.de/10005656991

Decision Intervals and Portfolio Strategy

Benninga, S.; Blume, M. E. - Rodney L. White Center for Financial Research, Wharton …

Persistent link: https://www.econbiz.de/10005618277

Futures and Forward Prices with Markovian Interest Rate Processes.

Benninga, S.; Protopapadakis, A. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005245211

Dynamic Wealth Redistribution, Trade and Asset Pricing.

Benninga, S.; Mayshar, J. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005245228

Implementing Numerical Option Pricing Models.

Benninga, S.; Steinmetz, R.; Stroughair, J. - Rodney L. White Center for Financial Research, Wharton … - 1993

Persistent link: https://www.econbiz.de/10005245344

The timing of initial public offerings

Benninga, Simon; Helmantel, Mark; Sarig, Oded - In: Journal of Financial Economics 75 (2005) 1, pp. 115-132

Persistent link: https://www.econbiz.de/10005478217

On the Use of Numeraires in Option pricing

Benninga, Simon; Björk, Tomas; Wiener, Zvi - Economics Institute for Research (SIR), … - 2002

In this paper we discuss the significant computational simplification that occurs when option pricing is approached through the change of numeraire technique. The original impetus was a recently published paper (Hoang, Powell, Shi 1999) on endowment options; in the present paper we extend these...

Persistent link: https://www.econbiz.de/10005423785

Limiting differences between forward and futures prices in a Lucas consumption model

Wiener, Zvi; Benninga, Simon; Protopapadakis, Aris - In: Journal of International Financial Markets, … 10 (2000) 2, pp. 151-161

Persistent link: https://www.econbiz.de/10005408499

A Note on the Modigliani-Miller Theorem and Bankruptcy

Benninga, Simon - Rodney L. White Center for Financial Research, Wharton …

Persistent link: https://www.econbiz.de/10005474502