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Exchange mergers and electronic trading
Francis, Jack Clark; Harel, Arie; Harpaz, Giora - In: The journal of trading 4 (2009) 1, pp. 35-43
Persistent link: https://www.econbiz.de/10003810710
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Pricing securities with exchange-imposed price limits via risk neutral valuation
Harel, Arie; Harpaz, Giora; Francis, Jack Clark - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 399-406
Persistent link: https://www.econbiz.de/10003463418
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Pricing futures on geometric indexes : a discrete time approach
Harel, Arie; Harpaz, Giora; Francis, Jack Clark - In: Review of quantitative finance and accounting 28 (2007) 3, pp. 227-240
Persistent link: https://www.econbiz.de/10003492800
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Actuarially fair premia for deductible insurance policies
Francis, Jack Clark; Harel, Arie; Harpaz, Giora - In: The American economist : journal of Omnicron Delta … 55 (2010) 2, pp. 83-91
Persistent link: https://www.econbiz.de/10009006965
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Analysis of efficient markets
Harel, Arie; Harpaz, Giora; Francis, Jack Clark - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 287-296
Persistent link: https://www.econbiz.de/10009272494
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Alternative utility functions : review, analysis and comparison
Harel, Arie; Francis, Jack Clark; Harpaz, Giora - In: Review of quantitative finance and accounting 51 (2018) 3, pp. 785-811
Persistent link: https://www.econbiz.de/10012038397
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PRICING SECURITIES WITH EXCHANGE-IMPOSED PRICE LIMITS VIA RISK NEUTRAL VALUATION
HAREL, ARIE; HARPAZ, GIORA; FRANCIS, JACK CLARK - In: International Journal of Theoretical and Applied … 10 (2007) 03, pp. 399-406
Asian and European financial markets impose daily price fluctuation limits on individual securities. In the US several futures exchanges are regulated by price fluctuation limits as well. The price limits in most exchanges are set daily, and they are usually based on a percentage change from the...
Persistent link: https://www.econbiz.de/10005080472
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Analysis of efficient markets
Harel, Arie; Harpaz, Giora; Francis, Jack Clark - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 287-297
Persistent link: https://www.econbiz.de/10008814483
Cover Image
Pricing futures on geometric indexes: A discrete time approach
Harel, Arie; Harpaz, Giora; Francis, Jack Clark - In: Review of quantitative finance and accounting 28 (2007) 3, pp. 227-240
Persistent link: https://www.econbiz.de/10007593790
Cover Image
Exchange mergers and electronic trading
Francis, Jack Clark; Harel, Arie; Harpaz, Giora - In: The journal of trading 4 (2009) 1, pp. 35-43
Persistent link: https://www.econbiz.de/10009881771