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The condition of the conditionality

Sebehela, Tumellano - In: Review of Pacific Basin financial markets and policies 24 (2021) 4, pp. 2150027-1-2150027-39

Persistent link: https://www.econbiz.de/10012805116

The theory of uncertaintism

Sebehela, Tumellano - In: Review of Pacific Basin financial markets and policies 24 (2021) 3, pp. 2150025-1-2150025-37

Persistent link: https://www.econbiz.de/10012657791

Portfolio formation memory

Sebehela, Tumellano - In: Annals of financial economics 11 (2016) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10011685702

Game options

Sebehela, Tumellano - In: Annals of financial economics 12 (2017) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10011853478

Entropic two-asset option

Sebehela, Tumellano - 2024

Persistent link: https://www.econbiz.de/10015046655

Rationally financing an acquisition

Sebehela, Tumellano - In: Journal of economics & business 81 (2015), pp. 1-20

Persistent link: https://www.econbiz.de/10011476097

Volatility smiles when information is lagged in prices

Marcato, Gianluca; Sebehela, Tumellano; Campani, Carlos … - In: The North American journal of economics and finance : a … 46 (2018), pp. 151-165

Persistent link: https://www.econbiz.de/10012036614

Arbitrage illustrated by options models

Sebehela, Tumellano - In: International Journal of Financial Markets and Derivatives 3 (2012) 1, pp. 1-11

Most empirical studies on arbitrage opportunities tend to focus on arbitrage resulting from two 'securities', normally option value in relation to its underlying assets. However, in this empirical study it is illustrated that by writing 'different' option values the 'amount' of arbitrage...

Persistent link: https://www.econbiz.de/10010670199

The paradoxical prices of options

Marcato, Gianluca; Sebehela, Tumellano - In: Review of Pacific Basin financial markets and policies … 25 (2022) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10013370943

The capitalized generalized autoregressive conditional heteroskedasticity

Kola, Katlego; Sebehela, Tumellano - In: Review of Pacific Basin financial markets and policies … 25 (2022) 3, pp. 1-29

Persistent link: https://www.econbiz.de/10013370989