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Publications by Gigel Busca
The Optimal Hedge Ratio in Option Pricing: The Case of Exponentially Truncated Lévy Stable Distribution
Theoretical Economics Letters
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Conditional Law of the Hitting Time for a Lévy Process in Incomplete Observation
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Valuation of Collateralized Funds of Hedge Fund Obligations: A Basket Option Pricing Approach
Cointegration, Price-Adjustment Delays, and Optimal Hedge Ratio in the Precious Metal Markets
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Clustering Time Series Data by SOM for the Optimal Hedge Ratio Estimation
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Multinational Finance Journal
