Cristin Buescu

Publication Activity (10 Years)

Years Active: 2017-2020
Publications (10 Years): 2

Top Topics

Black Scholes Model

Portfolio Optimization

Factor Analysis

Top Venues

Oper. Res. Lett.

Algorithmic Finance

Publications

Babak Mahdavi-Damghani, Konul Mustafayeva, Cristin Buescu, Stephen Roberts
Portfolio optimization for cointelated pairs: SDEs vs Machine learning. Algorithmic Finance 8 (3-4) (2020)
Damiano Brigo, Cristin Buescu, Marek Rutkowski
Funding, repo and credit inclusive valuation as modified option pricing. Oper. Res. Lett. 45 (6) (2017)