The following pages link to Radu S. Tunaru (Q1994304):
Displaying 36 items.
- (Q323395) (redirect page) (← links)
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- Pricing and hedging basket options with exact moment matching (Q343968) (← links)
- A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches (Q506065) (← links)
- An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- The stock implied volatility and the implied dividend volatility (Q2115942) (← links)
- Portfolio selection under VaR constraints (Q2477611) (← links)
- On non-negative equity guarantee calculations with macroeconomic variables related to house prices (Q2670127) (← links)
- (Q2704188) (← links)
- Graphical association models for road accident characteristics (Q2725038) (← links)
- Discrete Algorithms for Multivariate Financial Calculus (Q3015686) (← links)
- (Q3159273) (← links)
- Estimating risk-neutral density with parametric models in interest rate markets (Q3182649) (← links)
- ON SOME INCONSISTENCIES IN MODELING CREDIT PORTFOLIO PRODUCTS (Q3503046) (← links)
- (Q4256071) (← links)
- (Q4416489) (← links)
- (Q4416534) (← links)
- An extension of invertibility of Hammerstein-type operators (Q4515376) (← links)
- Dividend derivatives (Q4554410) (← links)
- (Q4650363) (← links)
- Multiperiod conditional valuation of barrier options with incomplete information (Q4683066) (← links)
- (Q4685168) (← links)
- (Q4706880) (← links)
- (Q4815343) (← links)
- (Q4882317) (← links)
- HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144) (← links)
- Constructing discrete approximations algorithms for financial calculus from weak convergence results (Q4919475) (← links)
- Dividend derivatives (Q4957231) (← links)
- (Q5308865) (← links)
- (Q5458772) (← links)
- (Q5458782) (← links)
- On risk management problems related to a coherence property (Q5475313) (← links)
- (Q5488098) (← links)
- (Q5699509) (← links)
- A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)