Radu S. 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
https://portal.mardi4nfdi.de/entity/Q4685168	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
https://portal.mardi4nfdi.de/entity/Q5458772	2008-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q5458782	2008-04-23	Paper
Portfolio selection under VaR constraints	2008-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q5308865	2007-10-08	Paper
https://portal.mardi4nfdi.de/entity/Q5488098	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
https://portal.mardi4nfdi.de/entity/Q2704188	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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Radu S. Tunaru