Radu Tunaru

Orcid: 0000-0002-5623-9876

According to our database¹, Radu Tunaru authored at least 4 papers between 2005 and 2026.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2026

Testing green finance portfolio performance.

[DOI]

J. Oper. Res. Soc., January, 2026

2017

An improved least squares Monte Carlo valuation method based on heteroscedasticity.

[DOI]

Eur. J. Oper. Res., 2017

2016

An improved method for pricing and hedging long dated American options.

[DOI]

Eur. J. Oper. Res., 2016

2005

Portfolio selection under VaR constraints.

[DOI]

Comput. Manag. Sci., 2005