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Incomepleteness of markets driven by a mixed diffusion
Bellamy, N., (2000)
On volatility smiles and the valuation of equity and index options in the Paris bourse : theory and empirical tests
Bellalah, Mondher, (2002)
On the smile effect and market imperfections in the presence of jumps and incomplete information
Bellalah, Mondher, (2001)
Options, sunspots, and the creation of uncertainty
Bowman, David, (1995)
Efficient tests for autoregressive unit roots in panel data
Bowman, David, (1999)
Constrained suboptimality in economies with limited communication