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Sur l'évaluation des taux de change : une approche par le modèle d'arbitrage

Rousseau, Patrick - 1989

Persistent link: https://www.econbiz.de/10001090005

Investor Valuation of the Abandonment Option : Empirical Evidence from UK Divestitures 1985-1991

Clark, Ephraim - 2016

This paper looks at divestitures by 144 UK firms listed on the London Stock Exchange from 1985 to 1991 and investigates whether and how accurately investors price the firm's option to abandon assets in exchange for their exit value. Theory prices this real option as an American style put and the...

Persistent link: https://www.econbiz.de/10013004477

Non-linear asset valuation on markets with frictions

De Waegenaere, Anja; Kast, Robert; Lapied, André - 1996

Persistent link: https://www.econbiz.de/10000951709

Choquet pricing for financial markets with frictions

Chateauneuf, Alain - In: Mathematical finance : an international journal of … 6 (1996) 3, pp. 323-330

Persistent link: https://www.econbiz.de/10001208955

L' évaluation des risques dans les projets publics

Kast, Robert; Lapied, André - In: Economie publique : revue de l'Institut d'Economie Publique (2002) 1, pp. 9-34

Persistent link: https://www.econbiz.de/10001781125

Choquet pricing for financial markets with frictions

Chateauneuf, Alain - In: Calcul économique et politique économique en …, (pp. 182-208). 1992

Persistent link: https://www.econbiz.de/10001288569

Pricing in slack markets

Chateauneuf, Alain - In: Calcul économique et politique économique en …, (pp. 146-181). 1992

Persistent link: https://www.econbiz.de/10001288570

A note on "Re-examining the law of iterated expectations for Choquet decision makers"

Lapied, André; Toquebeuf, Pascal - In: Theory and decision : an international journal for … 74 (2013) 3, pp. 439-445

Persistent link: https://www.econbiz.de/10009725196