Alexander Badran
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Consistent modelling of VIX and equity derivatives using a \(3/2\) plus jumps model Applied Mathematical Finance | 2018-09-11 | Paper |
| A Market Model for VIX Futures | 2015-04-01 | Paper |
| A new exact solution for pricing European options in a two-state regime-switching economy Computers & Mathematics with Applications | 2013-07-25 | Paper |
Research outcomes over time
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