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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 corporate international investment under incomplete information
Bellalah, Mondher - In: International journal of business 9 (2004) 2, pp. 133-142
Persistent link: https://www.econbiz.de/10002082789
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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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Analysis and valuation of exotic and real options : a survey of important results
Bellalah, Mondher - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 17-48
Persistent link: https://www.econbiz.de/10001544312
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A reexamination of corporate risks under shadow costs of incomplete information
Bellalah, Mondher - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 41-58
Persistent link: https://www.econbiz.de/10001550192
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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
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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