Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Wessam El-Baz

Prosumer Integration in Flexibility Markets: A Bid Development and Pricing Model

2018English

Related publications

Arbitrage in Markets With Bid-Ask Spreads

Annals of Finance
EconomicsEconometricsFinance
2015English

A Consistent Stable Numerical Scheme for a Nonlinear Option Pricing Model in Illiquid Markets

Mathematics and Computers in Simulation
Numerical AnalysisApplied MathematicsSimulationComputer ScienceModelingTheoretical Computer Science
2012English

A New Pricing Measure in the Barndorff-Nielsen–Shephard Model for Commodity Markets

Trends in Mathematics
Mathematics
2017English

Variable Pricing in Oligopoly Markets*

The Journal of Business
2006English

Bid Pricing in Online Auctions With "Buy-It-Now" Option

Applied Mathematical Sciences
2013English

Competition, Market Structure, and Bid-Ask Spreads in Stock Option Markets

Journal of Finance
AccountingEconomicsEconometricsFinance
2002English

Arbitrage Pricing Theory in International Markets

English

Pricing Efficiency and Information Use in Risky Markets

American Journal of Agricultural Economics
AgriculturalEconomicsEconometricsBiological Sciences
1984English

Option Pricing and Hedging Bounds in Incomplete Markets

Journal of Derivatives & Hedge Funds
2008English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy