default search action

combined dblp search
author search
venue search
publication search

ask others

Alexandru Badescu

> Home > Persons

Person information

Refine list

refinements active!

zoomed in on ?? of ?? records

view refined list in

export refined list as

showing all ?? records

Journal Articles

see FAQ

What is the meaning of the colors in the publication lists?

2019
[j2]
- view
  authority control:
- export record
  dblp key:
  - journals/anor/BadescuCO19
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/anor/BadescuCO19
Alexandru Badescu, Zhenyu Cui, Juan-Pablo Ortega:
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits. Ann. Oper. Res. 282(1-2): 27-57 (2019)
2015
[j1]
- view
  authority control:
- export record
  dblp key:
  - journals/eor/BadescuEO15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/BadescuEO15
Alexandru Badescu, Robert J. Elliott, Juan-Pablo Ortega:
Non-Gaussian GARCH option pricing models and their diffusion limits. Eur. J. Oper. Res. 247(3): 820-830 (2015)

Coauthor Index

see FAQ

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.