Cristin Buescu

Available identifiers

Publication	Date of Publication	Type
Funding, repo and credit inclusive valuation as modified option pricing	2019-02-22	Paper
A NOTE ON THE SELF-FINANCING CONDITION FOR FUNDING, COLLATERAL AND DISCOUNTING	2015-05-11	Paper
AN APPLICATION OF THE METHOD OF MOMENTS TO RANGE-BASED VOLATILITY ESTIMATION USING DAILY HIGH, LOW, OPENING, AND CLOSING (HLOC) PRICES	2013-10-21	Paper
COUNTERPARTY RISK PRICING: IMPACT OF CLOSEOUT AND FIRST-TO-DEFAULT TIMES	2012-11-22	Paper
Investors' preference for a positive tax rate depends on the level of the interest rate	2008-05-27	Paper
A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT	2008-05-22	Paper

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