Gregory A. Willard

Massachusetts Institute of Technology (MIT) - Sloan School of Management

100 Main Street

E62-416

Cambridge, MA 02142

United States

SCHOLARLY PAPERS

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Scholarly Papers (4)

1.

Options and Bubbles

The Review of Financial Studies, Vol. 20, Issue 2, pp. 359-390, 2007
Posted: 17 Jul 2008
Steven L. Heston, Mark Loewenstein and Gregory A. Willard
University of Maryland - Department of Finance, University of Maryland - Robert H. Smith School of Business and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

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2.

Imperfect Competition Among Informed Traders

OLIN-96-03
Posted: 25 Jun 1997
Kerry Back, H. Henry Cao and Gregory A. Willard
Rice University - Jesse H. Jones Graduate School of Business, University of North Carolina (UNC) at Chapel Hill - Finance Area and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

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3.
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Empty Promises and Arbitrage

Posted: 18 Dec 1996
Gregory A. Willard and Philip H. Dybvig
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Washington University in St. Louis - John M. Olin Business School

Abstract:

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Empty Promises and Arbitrage

Review of Financial Studies, Vol. 12, Issue 3
Posted: 21 May 1999
Gregory A. Willard and Philip H. Dybvig
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Washington University in St. Louis - John M. Olin Business School

Abstract:

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4.

Calculating Prices and Sensitivities for Path-Independent Derivative Securities in Multifactor Models

Posted: 18 Dec 1996
Gregory A. Willard
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

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