Alexandru Badescu

Professor

University of Calgary

Canada

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Articles (6)

Year:

2023

Year:

2022

Year:

2021

Year:

2021

Year:

2021

Year:

2020

Collaborators (4)

Jean-François Bégin

Assistant Professor

Simon Fraser University

CANADA

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Enoch Nii Boi Quaye

University of Bristol

UNITED KINGDOM

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Mathieu Boudreault

Associate Professor

Université de Montréal

CANADA

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Radu Tunaru

University of Sussex Business School

UNITED KINGDOM

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Alexandru Badescu

Research Interests

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Articles (6)

On the Measurement of Hedging Effectiveness for Long-Term Investment Guarantees

On non-negative equity guarantee calculations with macroeconomic variables related to house prices

A discrete-time hedging framework with multiple factors and fat tails: On what matters

Lattice-based hedging schemes under GARCH models

On the computation of hedging strategies in affine GARCH models

Valuation of VIX and target volatility options with affine GARCH models

Collaborators (4)

Jean-François Bégin

Enoch Nii Boi Quaye

Mathieu Boudreault

Radu Tunaru

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