Ceramica romano-bizantină din secolele IV-VII la Dunărea de Jos

von Bădescu, Alexandru
Veröffentlicht 2021

On non-negative equity guarantee calculations with macroeconomic variables related to house prices

von Badescu, Alexandru
Veröffentlicht in Insurance / Mathematics & economics (2022)

A discrete-time hedging framework with multiple factors and fat tails : on what matters

von Augustyniak, Maciej
Veröffentlicht in Journal of econometrics (2023)

A note on the Wang transform for stochastic volatility pricing models

von Badescu, Alexandru
Veröffentlicht in Finance research letters (2016)

Non-affine GARCH option pricing models, variance-dependent kernels, and diffusion limits

von Badescu, Alexandru
Veröffentlicht in Journal of financial econometrics (2017)

Portfolio optimization under solvency constraints : a dynamical approach

Veröffentlicht in North American actuarial journal (2014)

Non-Gaussian GARCH option pricing models and their diffusion limits

von Badescu, Alexandru
Veröffentlicht in European journal of operational research (2015)

Optimal risk transfer under quantile-based risk measurers

von Asimit, Alexandru V.
Veröffentlicht in Insurance / Mathematics & economics (2013)

Hedging of time discrete auto-regressive stochastic volatility options

von Badescu, Alexandru
Veröffentlicht in Annals of economics and statistics (2016)

Quadratic hedging schemes for non-Gaussian GARCH models

von Badescu, Alexandru
Veröffentlicht in Journal of economic dynamics & control (2014)

On pricing and hedging options in regime-switching models with feedback effect

von Elliott, Robert J.
Veröffentlicht in Journal of economic dynamics & control (2011)

Optimal reinsurance in the presence of counterparty default risk

von Asimit, Alexandru V.
Veröffentlicht in Insurance / Mathematics & economics (2013)

Efficient risk allocation within a non-life insurance group under Solvency II regime

von Asimit, Alexandru V.
Veröffentlicht in Insurance / Mathematics & economics (2016)

Capital requirements and optimal investment with solvency probability constraints

von Asimit, Alexandru V.
Veröffentlicht in Institute of Mathematics and Its Applications IMA journal of management mathematics (2015)

A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions

Veröffentlicht in International journal of theoretical and applied finance (2011)