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 Applied Mathematical Finance | 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 Computers & Mathematics with Applications | 2013-07-25 | Paper |
Research outcomes over time
This page was built for person: Alexander Badran
