Radu Tunaru

Available identifiers

zbMath Open tunaru.radu-sMaRDI QIDQ1994304

List of research outcomes

Publication	Date of Publication	Type
The stock implied volatility and the implied dividend volatility	2022-03-15	Paper
On non-negative equity guarantee calculations with macroeconomic variables related to house prices	2022-03-10	Paper
Dividend derivatives	2021-09-03	Paper
Dividend derivatives	2018-11-14	Paper
Extracting market information from equity options with exponential Lévy processes	2018-11-01	Paper
Entropy concepts applied to option pricing	2018-10-05	Paper
Multiperiod conditional valuation of barrier options with incomplete information	2018-09-19	Paper
An improved least squares Monte Carlo valuation method based on heteroscedasticity	2018-02-06	Paper
A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches	2017-01-31	Paper
Pricing and hedging basket options with exact moment matching	2016-11-21	Paper
An improved method for pricing and hedging long dated American options	2016-10-07	Paper
A new method for generating approximation algorithms for financial mathematics applications	2014-01-30	Paper
Constructing discrete approximations algorithms for financial calculus from weak convergence results	2013-05-14	Paper
HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING	2013-03-12	Paper
Discrete Algorithms for Multivariate Financial Calculus	2011-07-13	Paper
Estimating risk-neutral density with parametric models in interest rate markets	2009-10-12	Paper
ON SOME INCONSISTENCIES IN MODELING CREDIT PORTFOLIO PRODUCTS	2008-05-20	Paper
Tests for discrimination between two generalized Rayleigh distributions	2008-04-23	Paper
Tests for discrimination between two alpha distributions	2008-04-23	Paper
Portfolio selection under VaR constraints	2008-03-14	Paper
Estimation functions by confidence regions for inverse Gaussian distribution	2007-10-08	Paper
Estimation functions and uniformly most powerful tests for inverse Gaussian distribution.	2006-09-13	Paper
On risk management problems related to a coherence property	2006-06-16	Paper
https://portal.mardi4nfdi.de/entity/Q5699509	2005-10-26	Paper
https://portal.mardi4nfdi.de/entity/Q3159273	2005-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q4650363	2005-02-11	Paper
https://portal.mardi4nfdi.de/entity/Q4815343	2004-09-07	Paper
An exploratory statistical analysis of financial measures	2004-03-21	Paper
https://portal.mardi4nfdi.de/entity/Q4416489	2003-08-03	Paper
https://portal.mardi4nfdi.de/entity/Q4416534	2003-08-03	Paper
https://portal.mardi4nfdi.de/entity/Q4706880	2003-06-03	Paper
An extension of invertibility of Hammerstein-type operators	2000-11-13	Paper
Graphical association models for road accident characteristics.	2000-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4256071	1999-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q4882317	1996-11-04	Paper

Research outcomes over time

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