You may be trying to access this site from a secured browser on the server. Please enable scripts and reload this page.
FR
EN
BR
CN
Other SKEMA websites
SKEMA Alumni
SKEMA Knowledge
SKEMA Think tank | Publika
About
Programmes & Schools
Faculty & Research
Executive Education
Support SKEMA
About SKEMA
History
Mission and values
Strategy
Campuses & locations
Engagement
Entrepreneurship
Governance
Rankings
Accreditations and recognitions
Work at SKEMA
International
Exchange students
Academic partners
International students
Erasmus+
Corporate relations
Find your future talents
Recruitment events
Corporate partnerships
Corporate analysis and publications
Student & campus life
Financial support
Health services
Newsroom & Media
Newsroom
Brand identity
SKEMA Podcast
Sponsoring
UNDERGRADUATE PROGRAMMES
Bachelor
ESDHEM
MASTER’S PROGRAMMES
Grande Ecole / Master in Management
Masters of Science (MSc)
Mastère Spécialisé® (MS)
Research Master / PhD / DBA
Master Research in Management and Innovation
PhD in Business Administration
Global DBA in Sustainability
Executive education
Global Executive MBA (GEMBA)
Executive Mastère Spécialisé® (EMS)
Certificates programmes
Short programmes
Schools
SKEMA AI School for Business
SKEMA Design School for Business
SKEMA Law School for Business
SKEMA School of Geopolitics for Business
Summer schools
Faculty
Academies
Professors
Faculty recruitment
Research
Research centres
Publications
Research & knowledge transfer
Overview
Executive education
Executive Mastère Spécialisé® (EMS)
Global Executive MBA (GEMBA)
Certificates
Short programmes
Online programmes
Customised solutions
Customised programmes for companies
Skema
>
Faculty and Research
>
Publication-details
BACK
FACULTY AND RESEARCH
MENU
Faculty
Academies
Professors
Research
Research centres
Publications
Research and knowledge transfer
Publication
Page Content
Back to results
From Black&Scholes to alpha-SDE: An Option Pricing Model for Emerging Stock Markets
Bertrand GROSLAMBERT
,
Jean-Pierre DALOZ
,
Serge KASSIBRAKIS
,
Olivier AGULLO
1998
Apply as a professor
Contact us
SKEMA Knowledge
Why
choose SKEMA?
At the top of French and international rankings
SEE RANKINGS
A global business school
SEE SKEMA NEWS
A wide range of programmes
COMPARE