Narrow search
Showing 1 - 8 of 8
Cover Image
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
Cover Image
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
Cover Image
Volume, volatility, spreads and periodic closure in the French market
Bellalah, Mondher - In: International journal of business 9 (2004) 1, pp. 15-40
Persistent link: https://www.econbiz.de/10001976524
Cover Image
Modeling transmissions of volatility shocks : application to CDS spreads during the euro area sovereign crisis
Bellalah, Makram; Bellalah, Mondher; Boussada, Haifa - In: International journal of business 21 (2016) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011457828
Cover Image
The efficiency of the GIPS sovereign debt markets during crisis
Fakhry, Bachar; Masood, Omar; Bellalah, Mondher - In: International journal of business 21 (2016) 1, pp. 87-98
Persistent link: https://www.econbiz.de/10011457850
Cover Image
Long-range dependence in daily volatility on Tunisian stock market
Bellalah, Mondher; Aloui, Chaker; Abaoub, Ezzeddine - In: International journal of business 10 (2005) 3, pp. 191-216
Persistent link: https://www.econbiz.de/10003176517
Cover Image
Volume, volatility, and periodic closure with information uncertainty
Bellalah, Mondher; Derhy, Armand - In: International journal of business 10 (2005) 1, pp. 15-38
Persistent link: https://www.econbiz.de/10002650544
Cover Image
On the smile effect and market imperfections in the presence of jumps and incomplete information
Bellalah, Mondher; Riva, Fabrice - In: Finance India : the quarterly journal of Indian … 15 (2001) 4, pp. 1279-1287
Persistent link: https://www.econbiz.de/10001666217