Radu Tunaru

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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
Portfolio selection and risk sharing via risk budgeting
Insurance Mathematics & Economics
2025-11-25Paper
The stock implied volatility and the implied dividend volatility
Journal of Economic Dynamics and Control
2022-03-15Paper
On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Insurance Mathematics & Economics
2022-03-10Paper
Dividend derivatives
Quantitative Finance
2021-09-03Paper
Dividend derivatives
Quantitative Finance
2018-11-14Paper
Extracting market information from equity options with exponential Lévy processes
Journal of Economic Dynamics and Control
2018-11-01Paper
Entropy concepts applied to option pricing2018-10-05Paper
Multiperiod conditional valuation of barrier options with incomplete information
Quantitative Finance
2018-09-19Paper
An improved least squares Monte Carlo valuation method based on heteroscedasticity
European Journal of Operational Research
2018-02-06Paper
A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches
Insurance Mathematics & Economics
2017-01-31Paper
Pricing and hedging basket options with exact moment matching
Insurance Mathematics & Economics
2016-11-21Paper
Pricing and hedging basket options with exact moment matching
Insurance Mathematics & Economics
2016-11-21Paper
An improved method for pricing and hedging long dated American options
European Journal of Operational Research
2016-10-07Paper
A new method for generating approximation algorithms for financial mathematics applications
Quantitative Finance
2014-01-30Paper
Constructing discrete approximations algorithms for financial calculus from weak convergence results
Progress in Analysis and Its Applications
2013-05-14Paper
HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING
International Journal of Theoretical and Applied Finance
2013-03-12Paper
Discrete Algorithms for Multivariate Financial Calculus
Stochastic Analysis 2010
2011-07-13Paper
Estimating risk-neutral density with parametric models in interest rate markets
Quantitative Finance
2009-10-12Paper
ON SOME INCONSISTENCIES IN MODELING CREDIT PORTFOLIO PRODUCTS
International Journal of Theoretical and Applied Finance
2008-05-20Paper
Tests for discrimination between two generalized Rayleigh distributions2008-04-23Paper
Tests for discrimination between two alpha distributions2008-04-23Paper
Portfolio selection under VaR constraints
Computational Management Science
2008-03-14Paper
Estimation functions by confidence regions for inverse Gaussian distribution2007-10-08Paper
Estimation functions and uniformly most powerful tests for inverse Gaussian distribution.2006-09-13Paper
Estimation functions and uniformly most powerful tests for inverse Gaussian distribution.2006-09-13Paper
On risk management problems related to a coherence property
Quantitative Finance
2006-06-16Paper
scientific article; zbMATH DE number 2217773 (Why is no real title available?)2005-10-26Paper
scientific article; zbMATH DE number 2134122 (Why is no real title available?)2005-02-15Paper
scientific article; zbMATH DE number 2133337 (Why is no real title available?)2005-02-11Paper
scientific article; zbMATH DE number 2098757 (Why is no real title available?)2004-09-07Paper
An exploratory statistical analysis of financial measures
IMA Journal of Mathematics Applied in Business and Industry
2004-03-21Paper
scientific article; zbMATH DE number 1958527 (Why is no real title available?)2003-08-03Paper
scientific article; zbMATH DE number 1958567 (Why is no real title available?)2003-08-03Paper
scientific article; zbMATH DE number 1923154 (Why is no real title available?)2003-06-03Paper
An extension of invertibility of Hammerstein-type operators
Czechoslovak Mathematical Journal
2000-11-13Paper
Graphical association models for road accident characteristics.
IMA Journal of Mathematics Applied in Business and Industry
2000-01-01Paper
scientific article; zbMATH DE number 1309091 (Why is no real title available?)1999-06-28Paper
scientific article; zbMATH DE number 889635 (Why is no real title available?)1996-11-04Paper


Research outcomes over time


This page was built for person: Radu Tunaru