Avi Bick

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7595-3581

Publications

• Two Closed-Form Formulas for the Futures Price in the Presence of a Quality Option — Review of Finance 1997
• Quadratic-Variation-Based Dynamic Strategies — Management Science 1995
• On Viable Diffusion Price Processes of the Market Portfolio — The Journal of Finance 1990
• Producing Derivative Assets with Forward Contracts — Journal of Financial and Quantitative Analysis 1988
• On the Consistency of the Black-Scholes Model with a General Equilibrium Framework — Journal of Financial and Quantitative Analysis 1987
• Comments on the valuation of derivative assets — Journal of Financial Economics 1982