Alexandru Badescu

Orcid: 0000-0002-8349-547X

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

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Timeline

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2019

Closed-form variance swap prices under general affine GARCH models and their continuous-time limits.

[DOI]

Ann. Oper. Res., 2019

2015

Non-Gaussian GARCH option pricing models and their diffusion limits.

[DOI]

Eur. J. Oper. Res., 2015