Alexandru Badescu

Finance · 2008–2010

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Alexandru Badescu trusts overall

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

  1. Tim Bollerslev
  2. Jin-Chuan Duan
  3. Robert F. Engle
  4. Wim Schoutens
  5. Bernard Walter Silverman
  6. Lars Stentoft
  7. Steven Heston
  8. Yacine Aït-Sahalia
  9. Tak Kuen Siu
  10. Peter H. Ritchken

Who trusts Alexandru Badescu overall

  1. Robert J. R. Elliott

Papers from Alexandru Badescu's perspective

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

  1. A Closed-Form GARCH Option Valuation Model
  2. The Pricing of Options and Corporate Liabilities
  3. Generalized autoregressive conditional heteroskedasticity
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  6. Nonparametric Risk Management and Implied Risk Aversion
  7. Post-'87 crash fears in the S&P 500 futures option market
  8. Lévy Processes in Finance: Pricing Financial Derivatives
  9. Density Estimation for Statistics and Data Analysis
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers