Henry Wurts

Independent

SCHOLARLY PAPERS

9

DOWNLOADS

145

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (9)

1.

A 50-Year Retrospect of the Put-Call Parity (PCP) Through Three Questions

Number of pages: 96 Posted: 27 Oct 2018 Last Revised: 05 Mar 2021
Henry Wurts
Independent
Downloads 69 (389,558)
Citation 2

Abstract:

Loading...

Put-Call Parity, Arbitrage Parity Pricing, APP Controversy, Arbitrage Pricing Argument, Law of One Price, Valuation for Risk Bearing, Liquidity Premium, Duhem-Quine Thesis, DQLL Thesis, DQXY Thesis, Theory of Model Validation, Misuse of Models, When Experts Disagree, WED, Bad Creativity

2.

A 50-year Retrospect of the Black-Scholes-Merton (BSM) Argument through Three Questions

Number of pages: 493 Posted: 04 Mar 2021
Henry Wurts
Independent
Downloads 24 (582,993)

Abstract:

Loading...

Black-Scholes-Merton formula, corporate governance, model validation, hedging, arbitrage

Abstract:

Loading...

model validation, corporate governance, Put-Call Parity, Yule-Simpson Paradox, Duhem-Quine Thesis, when experts disagree, novice expert problem, attention directing tools, arbitrage pricing, theory of model validation, Bad Creativity, modified-Machlup assessment, EDAC solution concept, DQXY Thesis

Abstract:

Loading...

corporate governance, model validation, Put-Call Parity, Yule-Simpson Paradox, PCP, YSP, ROEg, bright-line test, archetype, theory of model validation, rhetoric of models, novice-expert problem, NEP, when experts disagree, why economists disagree, WED, EDAC solution, modified-Machlup approach, Duhem

5.

WED Bibliography

Number of pages: 8 Posted: 30 Dec 2019
Henry Wurts
Independent
Downloads 7 (702,324)
Citation 1

Abstract:

Loading...

WED

6.

A Bibliography for a BSM Retrospect

Number of pages: 17 Posted: 05 Mar 2021
Henry Wurts
Independent
Downloads 6 (709,955)

Abstract:

Loading...

7.

Bibliography for Micro-CG

Number of pages: 22 Posted: 07 Feb 2020
Henry Wurts
Independent
Downloads 6 (709,955)

Abstract:

Loading...

corporate governance

8.

An Addendum for a BSM Retrospect

Number of pages: 9 Posted: 05 Mar 2021
Henry Wurts
Independent
Downloads 5 (717,501)

Abstract:

Loading...

9.

Addendum to Micro-CG

Number of pages: 7 Posted: 07 Feb 2020
Henry Wurts
Independent
Downloads 5 (717,501)

Abstract:

Loading...

corporate governance