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Bid-ask spreads and implied volatilities of key players in a FX options market

Galai, Dan; Shraiber, Bentsi - In: The journal of futures markets 33 (2013) 8, pp. 774-794

Persistent link: https://www.econbiz.de/10009779084

Testing the arbitrage conditions for option pricing : a survey

Galai, Dan - In: Finanzmarkt und Portfolio-Management 3 (1989) 1, pp. 16-27

Persistent link: https://www.econbiz.de/10001218845

Pricing of optional bonds

Galai, Dan - In: Journal of banking & finance 7 (1983) 3, pp. 323-337

Persistent link: https://www.econbiz.de/10015153804

A contingent claim analysis of a regulated depository institution

Crouhy, Michel; Galai, Dan - 1991

Persistent link: https://www.econbiz.de/10000827883

Black-scholes approximation of warrant prices

Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1993 - Rev

Persistent link: https://www.econbiz.de/10000855930

Black-scholes approximation of warrant prices

Bensoussan, Alain - In: Advances in futures and options research : a research annual 8 (1995), pp. 1-14

Persistent link: https://www.econbiz.de/10001211324

The Option Pricing Model and the Risk Factor of Stock

Galai, Dan - 2009

In this paper a joint capital asset pricing model and option pricing model is considered and applied to the derivation of an equity's value and its systematic risk. We first analyze the propreties of the two models and present some newly found properties of the option pricing model. We then...

Persistent link: https://www.econbiz.de/10013155861

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

Are banks special?

Crouhy, Michel; Galai, Dan - In: The quarterly journal of finance 8 (2018) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10011922067

Foundations of CCA and equity valuation

Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019

Persistent link: https://www.econbiz.de/10011993493