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pro vyhledávání: '"Noureddine Lahouel"'
Autor:
Noureddine Lahouel, Slaheddine Hellara
Publikováno v:
Investment Management & Financial Innovations, Vol 17, Iss 2, Pp 14-25 (2020)
Understanding the relation between option pricing and market efficiency is important. Indeed, emphasizing this relation generates new insights that are appropriate in practice. These insights give a better understanding of the current limitations of
Externí odkaz:
https://doaj.org/article/0493575e64a24ee09c795fcc741fe9dc
Autor:
Noureddine Lahouel, Mokhtar Kouki
Publikováno v:
Investment Management & Financial Innovations, Vol 5, Iss 4 (2008)
Externí odkaz:
https://doaj.org/article/4fb414c6f9934c51a9a8c533d743a87e
Autor:
Noureddine Lahouel, Slaheddine Hellara
Publikováno v:
GIS Business. 12:32-46
In the option pricing theory, two important approaches have been developed to evaluate the prices of a European option. The first approach develops an almost closed-form option pricing formula under a specific GARCH process (Heston & Nandi, 2000). Th