Edit Profile Badran, Alexander Compute Distance To: Compute Author ID: badran.alexander Published as: Badran, A.; Badran, Alexander Documents Indexed: 5 Publications since 2003 Co-Authors 0 single-authored 1 Baldeaux, Jan 1 Lu, Xiaoping 1 Zhu, Songping Serials 1 Computers & Mathematics with Applications 1 Applied Mathematical Finance Fields 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Partial differential equations (35-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year Citations contained in zbMATH 2 Publications have been cited 26 times in 26 Documents Cited by ▼ Year ▼ Consistent modelling of VIX and equity derivatives using a \(3/2\) plus jumps model. Zbl 1395.91429Baldeaux, Jan; Badran, Alexander 14 2014 A new exact solution for pricing European options in a two-state regime-switching economy. Zbl 1268.91170Zhu, Song-Ping; Badran, Alexander; Lu, Xiaoping 12 2012 Consistent modelling of VIX and equity derivatives using a \(3/2\) plus jumps model. Zbl 1395.91429Baldeaux, Jan; Badran, Alexander 14 2014 A new exact solution for pricing European options in a two-state regime-switching economy. Zbl 1268.91170Zhu, Song-Ping; Badran, Alexander; Lu, Xiaoping 12 2012 all top 5 Cited by 50 Authors 2 Chan, Leunglung 2 Chern, Shane 2 Guo, Ivan 2 He, Xinjiang 2 Li, Shenghong 2 Lin, Wei 2 Zeng, Xiangchen 2 Zheng, Wendong 2 Zhu, Songping 1 Bellassoued, Mourad 1 Brummelhuis, Raymond 1 Cristofol, Michel 1 De Marco, Stefano 1 Deelstra, Griselda 1 Fouque, Jean-Pierre 1 Georgiev, Slavi G. 1 Goutte, Stéphane 1 Guyon, Julien 1 Henry-Labordère, Pierre 1 Ismail, Amine 1 Kwok, Yue-Kuen 1 Leduc, Guillaume 1 Li, Jing 1 Li, Lingfei 1 Lin, Sha 1 Loeper, Grégoire 1 Lorig, Matthew J. 1 Luo, Xingguo 1 Ma, Jingtang 1 Manisha, S. 1 Nicolato, Elisa 1 Ocejo, Adriana 1 Pagliarani, Stefano 1 Papanicolaou, Alex 1 Papanicolaou, Athanasios 1 Pascucci, Andrea 1 Pham, Huyên 1 Pisani, Claudio 1 Rao, S. Chandra Sekhara 1 Saporito, Yuri F. 1 Simon, Matthieu 1 Sloth, David 1 Soccorsi, Eric 1 Vulkov, Lubin G. 1 Yuen, Chi Hung 1 Zeng, Pingping 1 Zhang, Gongqiu 1 Zhang, Jin E. 1 Zhang, Mengzhe 1 Zhou, Zhiqiang all top 5 Cited in 16 Serials 4 Applied Mathematical Finance 3 SIAM Journal on Financial Mathematics 2 Journal of Computational and Applied Mathematics 2 Journal of Economic Dynamics & Control 2 Quantitative Finance 1 Computers & Mathematics with Applications 1 Journal of Mathematical Analysis and Applications 1 Applied Mathematics and Computation 1 Journal of Optimization Theory and Applications 1 Mathematical Finance 1 Communications in Nonlinear Science and Numerical Simulation 1 The ANZIAM Journal 1 Review of Derivatives Research 1 Journal of Fixed Point Theory and Applications 1 Annals of Finance 1 Mathematical Control and Related Fields all top 5 Cited in 12 Fields 25 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 4 Partial differential equations (35-XX) 4 Statistics (62-XX) 2 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Fluid mechanics (76-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Citations by Year