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Valuation of futures and commodity options with information costs
Bellalah, Mondher - In: The journal of futures markets 19 (1999) 6, pp. 645-664
Persistent link: https://www.econbiz.de/10001410394
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On information costs, short sales and the pricing of extendible options, steps and Parisian options
Bellalah, Mondher - In: Risk management decisions and wealth management in …, (pp. 361-387). 2018
Persistent link: https://www.econbiz.de/10011871644
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Pricing derivatives in the presence of shadow costs of incomplete information and short sales
Bellalah, Mondher - In: Risk management decisions and wealth management in …, (pp. 389-411). 2018
Persistent link: https://www.econbiz.de/10011871645
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On arbitrage, information costs , compound options and the valuation of the firm and its assets
Bellalah, Mondher - In: International journal of business 8 (2003) 4, pp. 377-393
Persistent link: https://www.econbiz.de/10002039310
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On volatility smiles and the valuation of equity and index options in the Paris bourse : theory and empirical tests
Bellalah, Mondher - In: International financial systems and stock volatility : …, (pp. 271-297). 2002
Persistent link: https://www.econbiz.de/10001783003
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Exotic derivatives and risk : theory, extensions and applications
Bellalah, Mondher - 2009
Persistent link: https://www.econbiz.de/10003774329
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Derivatives, risk management & value
Bellalah, Mondher - 2009
Persistent link: https://www.econbiz.de/10003852533
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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 note on the valuation of an exotic timing option
Bellalah, Mondher - In: The journal of futures markets 17 (1997) 4, pp. 483-487
Persistent link: https://www.econbiz.de/10001221098