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Exotic derivatives and risk : theory, extensions and applications

Bellalah, Mondher - 2009

Persistent link: https://www.econbiz.de/10003774329

A simple analytic formula for American options within information uncertainty

Bellalah, Mondher; Mohamed, Ahnani - In: Finance India : the quarterly journal of Indian … 15 (2001) 2, pp. 487-501

Persistent link: https://www.econbiz.de/10001729638

Exotic Derivatives and Risk : Theory, Extensions and Applications

Bellalah, Mondher - 2009

This book discusses in detail the workings of financial markets and over-the-counter (OTC) markets, focusing specifically on standard and complex derivatives. The subjects covered range from the fundamental products in OTC markets, standard and exotic options, the concepts of value at risk,...

Persistent link: https://www.econbiz.de/10013156479

Portfolio credit risk models and name concentration issues : theory and simulations

Bellalah, Mondher; Zouari, Mohamed; Sahli, Amel; … - In: International journal of business 20 (2015) 2, pp. 111-127

Persistent link: https://www.econbiz.de/10011286490

Optimal portfolio choice under shadow costs with fixed assets when time-horizon is uncertain

Bellalah, Mondher; Zhang, Detao; Zhang, Panpan - In: Computational economics 56 (2020) 1, pp. 5-20

Persistent link: https://www.econbiz.de/10012272014

Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales

Bellalah, Mondher; Xu, Yaosheng; Zhang, Detao - In: Decision making and risk/return optimization in …, (pp. 397-422). 2019

Persistent link: https://www.econbiz.de/10012135890

Economic policy uncertainty and dynamic correlations in energy markets : assessment and solutions

Wang, Xiong; Li, Jingyao; Ren, Xiaohang; Bu, Ruijun; … - In: Energy economics 117 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014437129

The dynamics of emerging stock markets : empirical assessments and implications

Arouri, Mohamed; Jawadi, Fredj; Nguyen, Duc Khuong - 2010

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Uncertainty and the United States' election effect on the economy : some thoughts and empirical illustrations

Jawadi, Fredj; Ftiti, Zied - In: Applied economics letters 24 (2017) 20, pp. 1472-1475

Persistent link: https://www.econbiz.de/10011853076

Causal relationships between inflation and inflation uncertainty

Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - 2020

Persistent link: https://www.econbiz.de/10012312754