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

Black-scholes approximation of warrant prices

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

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

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

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

Stochastic equity volatility and the capital structure of the firm

Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994

Persistent link: https://www.econbiz.de/10000907918

Stochastic equity volatility and the capital structure of the firm

Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1994

Persistent link: https://www.econbiz.de/10000909452

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

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

World scientific reference on contingent claims analysis in corporate finance

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

Persistent link: https://www.econbiz.de/10011906159