Cristin Buescu, Ph.D.
Affiliations: | 2004 | University of Alberta, Edmonton, Alberta, Canada |
Area:
FinanceGoogle:
"Cristin Buescu"Parents
Sign in to add mentor| Abel Cadenillas | grad student | 2004 | University of Alberta | |
| (Optimal portfolio management when there are taxes and transaction costs.) | ||||
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Publications
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| Brigo D, Buescu C, Rutkowski M. (2017) Funding, repo and credit inclusive valuation as modified option pricing Operations Research Letters. 45: 665-670 |
| Brigo D, Buescu C, Pallavicini A, et al. (2015) A Note On The Self-Financing Condition For Funding, Collateral And Discounting International Journal of Theoretical and Applied Finance. 18: 1550011 |
| Buescu C, Taksar M, Koné FJ. (2013) An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices International Journal of Theoretical and Applied Finance. 16 |
| Brigo D, Buescu C, Morini M. (2012) Counterparty risk pricing: impact of closeout and first-to-default times International Journal of Theoretical and Applied Finance. 15: 1250039 |
| Buescu C, Taksar M. (2008) Optimal portfolio management in mar taxation Journal of Computational Finance. 11: 99-124 |
| Buescu C, Cadenillas A, Pliska SR. (2007) A note on the effects of Taxes on optimal investment Mathematical Finance. 17: 477-485 |
| Buescu C, Cadenillas A. (2007) Investors’ preference for a positive tax rate depends on the level of the interest rate Mathematics and Financial Economics. 1: 163-180 |