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Valuation of American CAC 40 index and wildcard options
Bellalah, Mondher - In: International review of economics & finance : IREF 10 (2001) 1, pp. 75-94
Persistent link: https://www.econbiz.de/10001569169
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Managing derivatives in the presence of a smile effect and incomplete information
Bellalah, Mondher - In: Risk management and value : valuation and asset price, (pp. 1-10). 2008
Persistent link: https://www.econbiz.de/10003686148
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Option valuation with information costs : theory and tests
Bellalah, Mondher - In: The financial review : the official publication of the … 30 (1995) 3, pp. 617-635
Persistent link: https://www.econbiz.de/10001190096
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A decomposition of empirical distributions with applications to the valuation of derivative assets
Bellalah, Mondher; Lavielle, Marc - In: Multinational finance journal : MF ; quarterly … 6 (2002) 2, pp. 99-130
Persistent link: https://www.econbiz.de/10001780024
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The performance of hybrid models in the assessment of default risk
Zouari, Sami; Bellalah, Mondher; Lévy, Jean-Jacques - In: 6th International Finance Conference on Financial …, (pp. 2-24). 2011
Persistent link: https://www.econbiz.de/10009634605
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Oil price fluctuations and equity returns in net oil-exporting countries
Arouri, Mohamed; Bellalah, Mondher; Lahiani, Amine; … - In: 6th International Finance Conference on Financial …, (pp. 135-145). 2011
Persistent link: https://www.econbiz.de/10009655288
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The comovements in international stock markets : new evidence from Latin American emerging countries
Arouri, Mohamed; Bellalah, Mondher; Nguyen, Duc Khuong - In: Applied economics letters 17 (2010) 13/15, pp. 1323-1328
Persistent link: https://www.econbiz.de/10008938299