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On pricing and hedging options in regime-switching models with feedback effect
Elliott, Robert J.; Siu, Tak Kuen; Badescu, Alexandru - In: Journal of economic dynamics & control 35 (2011) 5, pp. 694-713
Persistent link: https://www.econbiz.de/10009240566
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A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru; Elliott, Robert J.; Kulperger, Reg; … - In: International journal of theoretical and applied finance 14 (2011) 5, pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
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On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Badescu, Alexandru; Quaye, Enoch; Tunaru, Radu - In: Insurance / Mathematics & economics 103 (2022), pp. 119-138
Persistent link: https://www.econbiz.de/10013198331