S. Baccar

Modelling credit spreads with time volatility, skewness, and kurtosis

Ephraim Clark, S. Baccar, 2018, Ann. Oper. Res..

Market Valuation of Technology Stocks Before and After the Crash

Ephraim Clark, Selima Baccar, Amel Zenaidi, 2007 .

PRICING DEFAULT RISK WITH PARISIAN OPTIONS: EMPIRICAL EVIDENCE FROM HIGH GROWTH COMPANIES

Ephraim Clark, Selima Baccar, S. Baccar, 2009 .