Henry Wurts

Independent

SCHOLARLY PAPERS

11

DOWNLOADS

170

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (11)

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 73 (389,176)
Citation 2

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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 29 (568,886)

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

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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

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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

5.

Bibliography for Micro-CG

Number of pages: 22 Posted: 07 Feb 2020
Henry Wurts
Independent
Downloads 9 (708,981)
Citation 1

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corporate governance

6.

A Bibliography for a BSM Retrospect

Number of pages: 17 Posted: 05 Mar 2021
Henry Wurts
Independent
Downloads 8 (716,592)

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7.

WED Bibliography

Number of pages: 8 Posted: 30 Dec 2019
Henry Wurts
Independent
Downloads 7 (724,497)
Citation 3

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WED

8.
Downloads 6 (732,370)

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corporate governance, model validation, strictly informational cascade, CGMV, micro-CGMV, performativity, Black-Scholes-Merton (BSM) Model, Bad Creativity

9.

An Addendum for a BSM Retrospect

Number of pages: 9 Posted: 05 Mar 2021
Henry Wurts
Independent
Downloads 5 (740,238)

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10.

Addendum to Micro-CG

Number of pages: 7 Posted: 07 Feb 2020
Henry Wurts
Independent
Downloads 5 (740,238)

Abstract:

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corporate governance

11.

SIC Addendum

Number of pages: 13 Posted: 17 Jun 2021
Henry Wurts
Independent
Downloads 4 (747,808)

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