Option Valuation with Information Costs: Theory and Tests
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Bibliographic InfoArticle provided by Eastern Finance Association in its journal The Financial Review.
Volume (Year): 30 (1995)
Issue (Month): 3 (August)
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- Aboura, Sofiane, 2005. "Pricing CAC 40 Index Options under Asymmetry of Information," Economics Papers from University Paris Dauphine 123456789/2089, Paris Dauphine University.
- Mondher Bellalah & Shujuan Ding & Zhen Wu, 2012. "Corporate Optimal Investment Under Incomplete Information: A Real Option Method," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 4(1), pages 007-014, June.
- M. Bellalah, 2000. "The Cost of Capital, Information Costs and the Modigliani-Miller Analysis," THEMA Working Papers 2000-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Pascal Barneto, 2003. "La scission d'Eridania-Béghin-Say:essai d'évaluation par un modèle d'options réelles," Revue Finance Contrôle Stratégie, revues.org, vol. 6(2), pages 5-42, June.
- Bellalah, Mondher, 2006. "On derivatives and information costs," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 30-51.
- Bellalah, Mondher & El Farissi, Inass, 2002. "On Real Options and Information Costs," Economics Papers from University Paris Dauphine 123456789/3018, Paris Dauphine University.
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