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Alexandru Badescu

University of Calgary

16H指数
51论文数
731被引数
收录论文 5
发表时间
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A general option pricing framework for affine fractionally integrated models
errJOURNAL OF BANKING & FINANCE
IF3.8
err2025-02-01
err0
errOAAI
errAugustyniak, Maciej; Badescu, Alexandru; Begin, Jean-Francois; Jayaraman, Sarath Kumar
err分享
err收藏
A discrete-time hedging framework with multiple factors and fat tails: On what matters
errJOURNAL OF ECONOMETRICS
IF4
err2023-02-01
err7
PREAI
errAugustyniak, Maciej; Badescu, Alexandru; Begin, Jean-Francois
err分享
err收藏
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2018-06-23
err27
PREAI
errBadescu, Alexandru; Cui, Zhenyu; Ortega, Juan-Pablo
err分享
err收藏
A note on the Wang transform for stochastic volatility pricing models
errFINANCE RESEARCH LETTERS
IF6.9
err2016-11-01
err2
PREAI
errBadescu, Alexandru; Cui, Zhenyu; Ortega, Juan-Pablo
err分享
err收藏
Non-Gaussian GARCH option pricing models and their diffusion limits
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2015-12-01
err19
PREAI
errBadescu, Alexandru; Elliott, Robert J.; Ortega, Juan-Pablo
err分享
err收藏

研究方向

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合作学者
合作期刊
R
Robert J. Elliott
H 指数: 52 · 论文数: 728
J
Juan‐Pablo Ortega
H 指数: 25 · 论文数: 208
Z
Zhenyu Cui
H 指数: 17 · 论文数: 207
M
Maciej Augustyniak
H 指数: 10 · 论文数: 42
J
Jean‐François Bégin
H 指数: 9 · 论文数: 68
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