D. H. Goldenberg

发表

A unified method for pricing options on diffusion processes

D. H. Goldenberg, 1991 .

Trading Frictions and Futures Price Movements

D. H. Goldenberg, 1988, Journal of Financial and Quantitative Analysis.

The patent paradox – New insights through decision support using compound options

Jonathan D. Linton, J. Linton, D. H. Goldenberg, 2012 .

Accuracy Measures for American put Option Pricing Algorithms

D. H. Goldenberg, 2009 .

Beta Instability and Stochastic Market Weights

D. H. Goldenberg, 1985 .

THE ARBITRAGE PRICING THEORY AND COST-OF-CAPITAL ESTIMATION: THE CASE OF ELECTRIC UTILITIES

D. H. Goldenberg, Ashok Robin, 1991 .

Why Entrepreneurs and VCs Disagree in Valuing Start-up Firms: Imputing the Target Rate of Return using DCF vs. Option-Based Approaches

D. H. Goldenberg, Michael Goldenberg, 2009, The Journal of Private Equity.

Market Power and the Required Return to Electric Utilities

D. H. Goldenberg, 1987 .

Arbitrage, Markov Processes, and Asset Price Paths

D. H. Goldenberg, 2016 .

Risk Neutral Valuation: Convenience or Consensus?

D. H. Goldenberg, 2015 .

On Estimating the Expected Rate of Return in Diffusion Price Models with Application to Estimating the Expected Return on the Market

D. H. Goldenberg, Raymond J. Schmidt, 1996, Journal of Financial and Quantitative Analysis.

A Unified Method for Pricing Option on Diffusion Processes (Without Proofs)

D. H. Goldenberg, 1990 .

Memory and equilibrium futures prices

D. H. Goldenberg, 1989 .

Managing VC Investments in Competing Technologies Using Exotic Options and Secondary Markets

D. H. Goldenberg, 2010, The Journal of Private Equity.

Testing Efficient Market Hypotheses

V. Goodman, D. H. Goldenberg, 1987 .

Sample path properties of futures prices

D. H. Goldenberg, 1986 .

Skewness and kurtosis in pricing European and American options

A.S. Paulson, J.H. Scacchia, D.H. Goldenberg, 1997, Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering (CIFEr).