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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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Uniform or discriminatory auctions : endogenizing bidder's choice in divisible goods auctions
Brenner, Menachem; Galai, Dan; Sade, Orly - In: Behavioral finance : where do investors' biases come from?, (pp. 317-344). 2016
Persistent link: https://www.econbiz.de/10011568320
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Volatility-decay risk premia
Galai, Dan; Kedar-Levy, Haim; Shraiber, Bentsi - In: The journal of derivatives : the official publication … 22 (2014) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10011634591
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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
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Special issue on risk management : introduction
Galai, Dan; Wiener, Zvi - In: The quarterly journal of finance 8 (2018) 4, pp. 1-4
Persistent link: https://www.econbiz.de/10011922052
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Financial theory and risk modeling : diverse perspectives in turbulent times
Gabbi, Giampaolo; Galai, Dan; Wiener, Zvi - In: The Quarterly Journal of Finance : QJF 13 (2023) 2, pp. 1-5
Persistent link: https://www.econbiz.de/10014442066
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Les mesures de risque et leurs limites
Crouhy, Michel - In: La crise des subprimes : rapport, (pp. 155-162). 2008
Persistent link: https://www.econbiz.de/10003805360
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1994
Persistent link: https://www.econbiz.de/10000888572
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Optimal hedging in a futures market with background noise and basis risk
Briys, Eric; Crouhy, Michel; Schlesinger, Harris - 1992 - Rev
Persistent link: https://www.econbiz.de/10000855925
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The pricing of forward-starting Asian options
Bouaziz, Laurent; Briys, Eric; Crouhy, Michel - 1991
Persistent link: https://www.econbiz.de/10000827880