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Pricing and hedging basket options with exact moment matching
Leccadito, Arturo; Paletta, Tommaso; Tunaru, Radu - In: Insurance / Mathematics & economics 69 (2016), pp. 59-69
Persistent link: https://www.econbiz.de/10011530924
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Dividend derivatives
Tunaru, Radu - In: Quantitative finance 18 (2018) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10011905830
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Dividend derivatives
Tunaru, Radu - 2014
Persistent link: https://www.econbiz.de/10010469226
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Measures of model risk for continuous-time finance models
Lazar, Emese; Qi, Shuyuan; Tunaru, Radu - 2024
Persistent link: https://www.econbiz.de/10015338808
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Hermite binomial trees : a novel technique for derivatives pricing
Leccadito, Arturo; Toscano, Pietro; Tunaru, Radu S. - In: International journal of theoretical and applied finance 15 (2012) 8, pp. 1-36
Persistent link: https://www.econbiz.de/10009707095
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Extracting market information from equity options with exponential Lévy processes
Fabozzi, Frank J.; Leccadito, Arturo; Tunaru, Radu S. - In: Journal of economic dynamics & control 38 (2014), pp. 125-141
Persistent link: https://www.econbiz.de/10010387852