Vinzenz Bronzin's Option Pricing Models
Hafner, Wolfgang / Zimmermann, Heinz![Vinzenz Bronzin's Option Pricing Models](https://support.digitalhusky.com/media/annotations/sorted/173/17335886/CHSBZCOP0317335886.jpg)
In 1908, Vinzenz Bronzin, a professor of mathematics at the Accademia di Commercio e Nautica in Trieste, published a booklet in German entitled Theorie der Prämiengeschäfte (Theory of Premium Contracts) which is an old type of option contract. Almost like Bachelier’s now famous dissertation (1900), the work seems to have been forgotten shortly after it was published. However, almost every element of modern option pricing can be found in Bronzi...