Alain François Heude

Université Montpellier II - Montpellier Research in Management (MRM)

Place Eugène Bataillon

Montpellier, 34095

France

SCHOLARLY PAPERS

2

DOWNLOADS

128

TOTAL CITATIONS

2

Scholarly Papers (2)

1.

On the Liquidity of CAC 40 Index Options Market

Number of pages: 27 Posted: 03 Jul 2013
Alain François Heude and Ouidad Yousfi
Université Montpellier II - Montpellier Research in Management (MRM) and Université de Montpellier
Downloads 69 (679,514)

Abstract:

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Strike reset, option, PXA, liquidity, reset option

2.

A Generalization of Gray and Whaley's Option

Number of pages: 19 Posted: 30 Jun 2013
Alain François Heude and Ouidad Yousfi
Université Montpellier II - Montpellier Research in Management (MRM) and Université de Montpellier
Downloads 59 (734,220)
Citation 2

Abstract:

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