Alexandru Badescu

Orcid: 0000-0002-8349-547X

According to our database1, Alexandru Badescu authored at least 2 papers between 2015 and 2019.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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PhD thesis 
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Links

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Bibliography

2019
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits.
Ann. Oper. Res., 2019

2015
Non-Gaussian GARCH option pricing models and their diffusion limits.
Eur. J. Oper. Res., 2015


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