Alexander Badran
From MaRDI portal
Person:356241
Available identifiers
zbMath Open badran.alexanderMaRDI QIDQ356241
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! |
| Publication | Date of Publication | Type |
|---|---|---|
| Consistent modelling of VIX and equity derivatives using a \(3/2\) plus jumps model | 2018-09-11 | Paper |
| A Market Model for VIX Futures | 2015-04-01 | Paper |
| A new exact solution for pricing European options in a two-state regime-switching economy | 2013-07-25 | Paper |
Research outcomes over time
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