Adam A. Majewski

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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
Co-existence of trend and value in financial markets: estimating an extended Chiarella model
Journal of Economic Dynamics and Control
2020-05-07Paper
A realized volatility approach to option pricing with continuous and jump variance components
Decisions in Economics and Finance
2020-01-31Paper
Smile from the past: a general option pricing framework with multiple volatility and leverage components
Journal of Econometrics
2015-06-08Paper
Smile from the past: a general option pricing framework with multiple volatility and leverage components
Journal of Econometrics
2015-06-08Paper


Research outcomes over time


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