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Search: person:"Majewski, Adam A."
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Option pricing theory
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Majewski, Adam A.
4
Bormetti, Giacomo
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Corsi, Fulvio
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Alitab, Dario
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Bouchaud, Jean-Philippe
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Ciliberti, Stefano
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of econometrics
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Journal of economic dynamics & control
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Journal of financial econometrics
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ECONIS (ZBW)
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Co-existence of trend and value in financial markets : estimating an extended Chiarella model
Majewski, Adam A.
;
Ciliberti, Stefano
;
Bouchaud, …
- In:
Journal of economic dynamics & control
112
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012502330
Saved in:
2
A jump and smile ride : jump and variance risk premia in option pricing
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 121-157
Persistent link: https://www.econbiz.de/10012180409
Saved in:
3
A realized volatility approach to option pricing with continuous and jump variance components
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 639-664
Persistent link: https://www.econbiz.de/10012127296
Saved in:
4
Smile from the past : a general option pricing framework with multiple volatility and leverage components
Majewski, Adam A.
;
Bormetti, Giacomo
;
Corsi, Fulvio
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 521-531
Persistent link: https://www.econbiz.de/10011499754
Saved in:
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