Similar Search Results

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

World scientific reference on contingent claims analysis in corporate finance

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

"Black and Scholes (1973) and Merton (1973, 1974) (hereafter referred to as BSM) introduced the contingent claim approach (CCA) to the valuation of corporate debt and equity. The BSM modeling framework is also named the "structural" approach to risky debt valuation. The CCA considers all...