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Quelques remarques sur le prix des options, avec prise en compte de contraintes
Bensoussan, Alain - In: Décision prospective auto-organisation : mélanges en …, (pp. 107-128). 2000
Persistent link: https://www.econbiz.de/10001530816
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Real options
Bensoussan, Alain - 2009
Persistent link: https://www.econbiz.de/10003827030
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Black-scholes approximation of warrant prices
Bensoussan, Alain; Crouhy, Michel; Galai, Dan - 1993 - Rev
Persistent link: https://www.econbiz.de/10000855930
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Atainable claims in a Markov market
Bensoussan, Alain - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 121-131
Persistent link: https://www.econbiz.de/10001185056
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Black-scholes approximation of warrant prices
Bensoussan, Alain - In: Advances in futures and options research : a research annual 8 (1995), pp. 1-14
Persistent link: https://www.econbiz.de/10001211324
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Mathematical modeling and numerical methods in finance : special volume
Bensoussan, Alain (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003788950
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On the pricing of contingent claims with frictions
Bensoussan, Alain; Julien, H. - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 89-108
Persistent link: https://www.econbiz.de/10002177180
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Sequential capacity expansion options
Bensoussan, Alain; Chevalier-Roignant, Benoît - In: Operations research 67 (2019) 1, pp. 33-57
Persistent link: https://www.econbiz.de/10012000789
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Real options with competition and regime switching
Bensoussan, Alain; Hoe, SingRu; Yan, Zhongfeng; Yin, George - In: Mathematical finance : an international journal of … 27 (2017) 1, pp. 224-250
Persistent link: https://www.econbiz.de/10011739453