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Amazing discovery: Vincenz Bronzin's option pricing models

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  • Zimmermann, Heinz
  • Hafner, Wolfgang

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  • Zimmermann, Heinz & Hafner, Wolfgang, 2007. "Amazing discovery: Vincenz Bronzin's option pricing models," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 531-546, February.
    • Handle: RePEc:eee:jbfina:v:31:y:2007:i:2:p:531-546
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    References listed on IDEAS

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    1. Barone, E., 1990. "The italian stock market : Efficiency and calendar anomalies," Journal of Banking & Finance, Elsevier, vol. 14(2-3), pages 483-510, August.
    2. Breeden, Douglas T & Litzenberger, Robert H, 1978. "Prices of State-contingent Claims Implicit in Option Prices," The Journal of Business, University of Chicago Press, vol. 51(4), pages 621-651, October.
    3. Stoll, Hans R, 1969. "The Relationship between Put and Call Option Prices," Journal of Finance, American Finance Association, vol. 24(5), pages 801-824, December.
    4. Robert C. Merton, 2005. "Theory of rational option pricing," World Scientific Book Chapters, in: Sudipto Bhattacharya & George M Constantinides (ed.), Theory Of Valuation, chapter 8, pages 229-288, World Scientific Publishing Co. Pte. Ltd..
    5. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    6. Murad S. Taqqu, 2001. "Bachelier and his times: A conversation with Bernard Bru," Finance and Stochastics, Springer, vol. 5(1), pages 3-32.
    7. A. James Boness, 1964. "Elements of a Theory of Stock-Option Value," Journal of Political Economy, University of Chicago Press, vol. 72(2), pages 163-163.
    8. Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
    9. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
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    Cited by:

    1. Geoffrey Poitras & Franck Jovanovic, 2010. "Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem?," History of Economics Review, Taylor & Francis Journals, vol. 51(1), pages 43-64, January.
    2. Timothy Johnson, 2015. "Reciprocity as a Foundation of Financial Economics," Journal of Business Ethics, Springer, vol. 131(1), pages 43-67, September.
    3. Haug, Espen Gaarder & Taleb, Nassim Nicholas, 2011. "Option traders use (very) sophisticated heuristics, never the Black-Scholes-Merton formula," Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 97-106, February.

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