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General Properties of Option P...
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Option pricing theory
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Wiener, Zvi
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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General properties of option prices
Bergman, Yaacov Z.
;
Grundy, Bruce D.
;
Wiener, Zvi
-
1996
Persistent link: https://www.econbiz.de/10000927127
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2
General properties of option prices
Bergman, Yaacov Z.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1573-1610
Persistent link: https://www.econbiz.de/10001211782
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3
Theory of rational option pricing: II
Grundy, Bruce D.
;
Wiener, Zvi
-
1995
Persistent link: https://www.econbiz.de/10000907902
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4
Option pricing with differential interest rates
Bergman, Yaacov Z.
- In:
The review of financial studies
8
(
1995
)
2
,
pp. 475-500
Persistent link: https://www.econbiz.de/10001184646
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5
Optimal exercise and valuation of real options : the effects of uncertainty & asymmetric information
Grundy, Bruce D.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002836772
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6
Do option markets undo restrictions on short sales? : evidence from the 2008 short-sale ban
Grundy, Bruce D.
;
Lim, Bryan
;
Verwijmeren, Patrick
- In:
Journal of financial economics
106
(
2012
)
2
,
pp. 331-348
Persistent link: https://www.econbiz.de/10009666655
Saved in:
7
Why do option prices predict stock returns? : the role of price pressure in the stock market
Goncalves-Pinto, Luis
;
Grundy, Bruce D.
;
Hameed, Allaudeen
- In:
Management science : journal of the Institute for …
66
(
2020
)
9
,
pp. 3903-3926
Persistent link: https://www.econbiz.de/10012297731
Saved in:
8
On the use of numeraires in option pricing
Benninga, Simon
;
Björk, Tomas
;
Wiener, Zvi
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 43-58
Persistent link: https://www.econbiz.de/10001745232
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9
Contingent claims analysis in corporate finance
Crouhy, Michel
;
Galai, Dan
;
Wiener, Zvi
- In:
Options - 45 years since the publication of the …
,
(pp. 495-520)
.
2023
Persistent link: https://www.econbiz.de/10014366691
Saved in:
10
Analytic pricing of employee stock options
Cvitanić, Jakša
;
Wiener, Zvi
;
Zapatero, Fernando
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 683-724
Persistent link: https://www.econbiz.de/10003716601
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