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Cristin Buescu

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2020 – today

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2020
[j2]
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  - journals/af/Mahdavi-Damghani20
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  - https://dblp.org/rec/journals/af/Mahdavi-Damghani20
Babak Mahdavi-Damghani, Konul Mustafayeva, Cristin Buescu, Stephen Roberts:
Portfolio optimization for cointelated pairs: SDEs vs Machine learning. Algorithmic Finance 8(3-4): 101-125 (2020)

2010 – 2019

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2017
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Damiano Brigo, Cristin Buescu, Marek Rutkowski:
Funding, repo and credit inclusive valuation as modified option pricing. Oper. Res. Lett. 45(6): 665-670 (2017)

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