Alexander Badran

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Alexander Badran trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. A. Sepp
  2. Alan L. Lewis
  3. Song‐Ping Zhu
  4. Guang-Hua Lian
  5. Fang Fang
  6. Monique Jeanblanc
  7. Cornelis W. Oosterlee

Who trusts Alexander Badran overall

  1. Jean-Pierre Fouque 3
  2. Stéphane Goutte
  3. Yuri F. Saporito

Papers from Alexander Badran's perspective

Ordered by how strongly the researchers Alexander Badran trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Option Valuation under Stochastic Volatility
  2. Pricing Options on Realized Variance in the Heston Model with Jumps in Returns and Volatility
  3. Moment explosions in stochastic volatility models (Finance and Stochastics)
  4. Mathematical Methods for Financial Markets
  5. Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics
  6. Brownian Motion and Stochastic Calculus
  7. Pricing VIX options with stochastic volatility and random jumps (Decisions in Economics and Finance)
  8. A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions (SIAM Journal on Scientific Computing)
  9. An Analytical Formula for VIX Futures and its Applications
  10. VIX Option Pricing in a Jump-Diffusion Model

Their papers