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On the use of numeraires in option pricing
Benninga, Simon; Björk, Tomas; Wiener, Zvi - 2001
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://ebvufind01.dmz1.zbw.eu/10010281218
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General properties of option prices
Bergman, Yaacov Z.; Grundy, Bruce D.; Wiener, Zvi - 1996
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000927127
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Theory of rational option pricing: II
Grundy, Bruce D.; Wiener, Zvi - 1995
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000907902
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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://ebvufind01.dmz1.zbw.eu/10001211782
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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://ebvufind01.dmz1.zbw.eu/10001745232
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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://ebvufind01.dmz1.zbw.eu/10014366691
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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://ebvufind01.dmz1.zbw.eu/10003716601
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Foundations of CCA and equity valuation
Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011993493
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Corporate debt valuation with CCA
Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011993498
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Empirical testing and applications of CCA
Crouhy, Michel (ed.); Galai, Dan (ed.); Wiener, Zvi (ed.) - 2019
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011993507