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Radu Tunaru

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2010 – 2019

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2017
[j3]
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  - journals/eor/FabozziPT17
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  - https://dblp.org/rec/journals/eor/FabozziPT17
Frank J. Fabozzi, Tommaso Paletta, Radu Tunaru:
An improved least squares Monte Carlo valuation method based on heteroscedasticity. Eur. J. Oper. Res. 263(2): 698-706 (2017)
2016
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Frank J. Fabozzi, Tommaso Paletta, Silvia Stanescu, Radu Tunaru:
An improved method for pricing and hedging long dated American options. Eur. J. Oper. Res. 254(2): 656-666 (2016)

2000 – 2009

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2005
[j1]
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Kostas Giannopoulos, Ephraim Clark, Radu Tunaru:
Portfolio selection under VaR constraints. Comput. Manag. Sci. 2(2): 123-138 (2005)

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