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PreviewIssue DateTitleAuthor(s)
2014Quadratic hedging schemes for non-Gaussian GARCH modelsBadescu, A.; Elliott, R.; Ortega, J.
2011On pricing and hedging options in regime-switching models with feedback effectElliott, R.; Siu, T.; Badescu, A.
2010On mean-variance portfolio selection under a hidden Markovian regime-switching modelElliott, R.; Siu, T.; Badescu, A.
2009Esscher transforms and consumption-based modelsBadescu, A.; Elliott, R.; Siu, T.
2011A comparison of pricing kernels for garch option pricing with generalized hyperbolic distributionsBadescu, A.; Elliott, R.; Kulperger, R.; Miettinen, J.; Siu, T.
2015Non-Gaussian GARCH option pricing models and their diffusion limitsBadescu, A.; Elliott, R.; Ortega, J.

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