Cristin Buescu

Identifiers

• name variant Cristin Buescu 0.60 · backfill

Papers (5)

1. Risk-neutral valuation under differential funding costs, defaults and collateralization q-fin.PR · 2018 · author #2
2. Funding, repo and credit inclusive valuation as modified option pricing q-fin.PR · 2016 · author #2
3. Illustrating a problem in the self-financing condition in two 2010-2011 papers on funding, collateral and discounting q-fin.PR · 2012 · author #2
4. An application of the method of moments to volatility estimation using daily high, low, opening and closing prices q-fin.ST · 2011 · author #1
5. Impact of the first to default time on Bilateral CVA q-fin.PR · 2011 · author #2

Mentions

• 1207.2316 #2 · backfill · confidence 0.70 Cristin Buescu
• 1112.4534 #1 · backfill · confidence 0.70 Cristin Buescu
• 1106.3496 #2 · backfill · confidence 0.70 Cristin Buescu

Frequent Coauthors

• Damiano Brigo 4 shared papers
• Andrea Pallavicini 2 shared papers
• Marek Rutkowski 2 shared papers
• Fatoumata J. Kon\'e 1 shared papers
• Marco Francischello 1 shared papers
• Massimo Morini 1 shared papers
• Michael Taksar 1 shared papers
• Qing Liu 1 shared papers