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~person:"Badescu, Alexandru"
~subject:"Option pricing theory"
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Option pricing theory
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Badescu, Alexandru
Hull, John
22
Lee, Cheng F.
15
Madan, Dilip B.
11
Fabozzi, Frank J.
9
Jacobs, Kris
9
Lo, Andrew W.
9
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A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
2
On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Badescu, Alexandru
;
Quaye, Enoch
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 119-138
Persistent link: https://www.econbiz.de/10013198331
Saved in:
3
A note on the Wang transform for stochastic volatility pricing models
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Finance research letters
19
(
2016
),
pp. 189-196
Persistent link: https://www.econbiz.de/10011657622
Saved in:
4
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
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