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A put option paradox
Grinblatt, Mark - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 23-26
Persistent link: https://www.econbiz.de/10001047155
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Producing derivative assets with forward contracts
Bick, Avi - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 2, pp. 153-160
Persistent link: https://www.econbiz.de/10001053429
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On the consistency of the black-scholes model with a general equilibrium framework
Bick, Avi - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 3, pp. 259-275
Persistent link: https://www.econbiz.de/10001037502
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When factors do not span their basis portfolios
Grinblatt, Mark; Saxena, Konark - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2335-2354
Persistent link: https://www.econbiz.de/10012128025