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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
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Black-scholes approximation of warrant prices
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1993 - Rev
Persistent link: https://www.econbiz.de/10000855930
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A contingent claim analysis of a regulated depository institution
Crouhy, Michel; Galai, Dan - 1991
Persistent link: https://www.econbiz.de/10000827883
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Credit risk spreads in local and foreign currencies
Galai, Dan; Wiener, Zvi - 2009
Persistent link: https://www.econbiz.de/10003883138
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Credit risk spreads in local and foreign currencies
Galai, Dan; Wiener, Zvi - In: Journal of money, credit and banking : JMCB 44 (2012) 5, pp. 883-901
Persistent link: https://www.econbiz.de/10009576600
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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
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000907918
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Stochastic equity volatility and the capital structure of the firm
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994
Persistent link: https://www.econbiz.de/10000909452
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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
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Dividend policy relevance in a levered firm : the binomial case
Galai, Dan; Wiener, Zvi - In: Economics letters 172 (2018), pp. 78-80
Persistent link: https://www.econbiz.de/10012021955