Narrow search
Showing 1 - 10 of 34
Cover Image
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann - In: Finance research letters 21 (2017), pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Cover Image
On the limiting deterministic case in McDonald-Siegel real option model
Braouezec, Yann - In: The ICFAI journal of applied finance 15 (2009) 5, pp. 62-68
Persistent link: https://www.econbiz.de/10003939459
Cover Image
Committee, expert advice, and the weighted majority algorithm : an application to the pricing decision of a monopolist
Braouezec, Yann - In: Computational economics 35 (2010) 3, pp. 245-267
Persistent link: https://www.econbiz.de/10003957727
Cover Image
Financing constraint, over-investment and market-to-book ratio
Braouezec, Yann - In: Finance research letters 6 (2009) 1, pp. 13-22
Persistent link: https://www.econbiz.de/10003834752
Cover Image
Customer-class pricing, parallel trade and the optimal number of market segments
Braouezec, Yann - In: International journal of industrial organization 30 (2012) 6, pp. 605-614
Persistent link: https://www.econbiz.de/10009699669
Cover Image
Public versus private insurance system with (and without) transaction costs : optimal segmentation policy of an informed monopolist
Braouezec, Yann - In: Applied economics 51 (2019) 18, pp. 1907-1928
Persistent link: https://www.econbiz.de/10012196617
Cover Image
On the welfare effects of regulating the number of discriminatory prices
Braouezec, Yann - In: Research in economics : an international review of economics 70 (2016) 4, pp. 588-607
Persistent link: https://www.econbiz.de/10011631217
Cover Image
Rigorous strategic trading : balanced portfolio and mean-reversion
Lehalle, Charles-Albert - In: The journal of trading 4 (2009) 3, pp. 40-46
Persistent link: https://www.econbiz.de/10003870756
Cover Image
La finance de marché à l'ère de l'intelligence bon marché
Lehalle, Charles-Albert - In: Revue d'économie financière : revue trimestrielle de … 135 (2019), pp. 67-84
Persistent link: https://www.econbiz.de/10012434308
Cover Image
A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann; Grunspan, Cyril - In: European journal of operational research : EJOR 249 (2016) 1, pp. 270-280
Persistent link: https://www.econbiz.de/10011435842