Research output per year
Research output per year
Personal profile
Education/Academic qualification
Doctor of Philosophy, Optimal portfolio management when there are taxes and transaction costs, University of Alberta
Award Date: 1 Jan 2004
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Dive into the research topics where Cristin Buescu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Nonlinear Valuation with XVAs: Two Converging Approaches
Brigo, D., Buescu, C., Francischello, M., Pallavicini, A. & Rutkowski, M., 2 Mar 2022, In: Mathematics. 10, 5, 31 p., 791.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Citations (Scopus)2018 Downloads (Pure) -
Portfolio Optimization for Cointelated Pairs: SDEs vs Machine Learning
Mahdavi-Damghani, B., Mustafayeva, K., Buescu, C. & Roberts, S., 7 Jan 2021, In: Algorithmic Finance. 8, 3-4, p. 101-125 25 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)113 Downloads (Pure) -
Risk-neutral valuation under differential funding costs, defaults and collateralization
Brigo, D., Buescu, C., Francischello, M., Pallavicini, A. & Rutkowski, M., 28 Feb 2018.Research output: Working paper/Preprint › Working paper
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Funding, repo and credit inclusive valuation as modified option pricing
Brigo, D., Buescu, C. & Rutkowski, M., Nov 2017, In: OPERATIONS RESEARCH LETTERS. 45, 6, p. 665-670Research output: Contribution to journal › Article › peer-review
Open AccessFile8 Citations (Scopus)196 Downloads (Pure) -
A note on the self-financing condition for funding, collateral and discounting
Brigo, D., Buescu, C., Pallavicini, A. & Liu, Q., 2015, In: International Journal of Theoretical and Applied Finance. 18, 2, 1550011.Research output: Contribution to journal › Article › peer-review
2 Citations (Scopus)
Activities
- 3 Types of External academic engagement - Membership of external research organisation
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Bachelier Finance Society
Buescu, C. (Member)
2008 → …Activity: Other › Types of External academic engagement - Membership of external research organisation
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London Mathematical Society
Buescu, C. (Member)
2008 → …Activity: Other › Types of External academic engagement - Membership of external research organisation
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American Mathematical Society
Buescu, C. (Member)
2004 → …Activity: Other › Types of External academic engagement - Membership of external research organisation