Vinzenz Bronzin

Vinzenz Bronzin (1872–1970) was a professor of mathematics at the Accademia di Commercio e Nautica, in Trieste, Italy. In 1908 Bronzin published a booklet in German entitled Theorie der Prämiengeschäfte (Theory of Premium Contracts) which is an old type of option contract. Almost like Louis 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 Bronzin’s book.^[1] He developed an early option pricing formula which was similar to the Black–Scholes formula (1973); he also provided a formulation of put-call parity (Stoll, 1969).^[2][3]

References

1. Wolfgang Hafner, Heinz Zimmermann (2009).Vinzenz Bronzin's Option Pricing Models: Exposition and Appraisal. Springer
2. Option Pricing Models
3. http://www.econbiz.de/archiv1/2009/99119_vincenz_bronzins_models.pdf page 24