Avi Bick

发表

Producing Derivative Assets with Forward Contracts

Avi Bick, 1988, Journal of Financial and Quantitative Analysis.

On Viable Diffusion Price Processes of the Market Portfolio

Avi Bick, 1990 .

Comments on the valuation of derivative assets

Avi Bick, 1982 .

On the Consistency of the Black-Scholes Model with a General Equilibrium Framework

Avi Bick, Avi Bick, 1987, Journal of Financial and Quantitative Analysis.

Dynamic spanning without probabilities

Walter Willinger, W. Willinger, Avi Bick, 1994 .

Generalized Implied Volatility

Avi Bick, Haim Reisman, 1994 .

The Mathematics of the Portfolio Frontier: A Geometry-Based Approach

Avi Bick, Avi Bick, 2002 .

Futures Replication and the Law of One Futures Price

Avi Bick, 2016, The Quarterly Journal of Finance.

The relationship between reciprocal currency futures prices

Avi Bick, 2012 .

Quadratic-Variation-Based Dynamic Strategies

Avi Bick, Avi Bick, 1995 .