Adam A. Majewski

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Co-existence of trend and value in financial markets: estimating an extended Chiarella model
Journal of Economic Dynamics and Control
2020-05-07Paper
A realized volatility approach to option pricing with continuous and jump variance components
Decisions in Economics and Finance
2020-01-31Paper
Smile from the past: a general option pricing framework with multiple volatility and leverage components
Journal of Econometrics
2015-06-08Paper
Smile from the past: a general option pricing framework with multiple volatility and leverage components
Journal of Econometrics
2015-06-08Paper


Research outcomes over time


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