Radu Tunaru

According to our database¹, Radu Tunaru authored at least 3 papers between 2005 and 2017.

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2017

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

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2017

2016

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

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2016

2005

Portfolio selection under VaR constraints.

[BibT_eX]

[DOI]

Comput. Manag. Sci., 2005