menuicon

Research

Follow us_twitter

Publication Search Results

Exact matches for:

  • Author = Badran A

1. Baldeaux J, Badran A
Jan Baldeaux and Alexander Badran: Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model, Applied Mathematical Finance, 21 (2014), no. 4, 229–312.


Number of matches: 1