real options in the presence of shadow costs of incomplete information. Information costs can be viewed as sunk costs in … costs in standard discounted cash flow techniques and present the basic concepts of real options. The justification of … analysis extends the models in Bellalah (1999, 2001) for the valuation of real options within information uncertainty. We …

This paper examines the determinants of the time it takes for an index options marketto be brought back to efficiency … after put-call parity deviations, using intraday transactionsdata from the French CAC 40 index options over the August 2000 … volume as well as trade imbalances in call andput options, and volatility are important in understanding why some arbitrage …

This paper examines the determinants of the time it takes for an index options market to be brought back to efficiency … after put-call parity deviations, using intraday transactions data from the French CAC 40 index options over the August 2000 …, trading volume as well as trade imbalances in call and put options, and volatility are important in understanding why some …