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Evaluation of real options with information costs
El Farissi, Inass; Sahut, Jean-Michel; Bellalah, Mondher - In: International journal of business 13 (2008) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10003703055
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Evaluation of Real Options with Information Costs
Sahut, Jean-Michel - 2011
This paper presents a simple framework for the analysis, valuation and simulation of several real options in the presence of shadow costs of incomplete information. Information costs can be viewed as sunk costs in the spirit of Merton's (1987) model of capital market equilibrium with incomplete...
Persistent link: https://www.econbiz.de/10013130202
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Risk Management and Capital Structure:Information Costs and Agency Costs Effects
BELLALAH, MONDHER; FARISSI, INASS EL - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005345368
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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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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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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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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
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On interest rates, the liquidity trap and information costs
Bellalah, Mondher - In: Finance India : the quarterly journal of Indian … 17 (2003) 2, pp. 577-586
Persistent link: https://www.econbiz.de/10002382054