City Research Online - Items where Author is "Majewski, A. A."

Items where Author is "Majewski, A. A."

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Number of items: 4.

Alitab, D., Bormetti, G., Corsi, F. & Majewski, A. A. (2019). A realized volatility approach to option pricing with continuous and jump variance components. Decisions in Economics and Finance, 42(2), pp. 639-664. doi: 10.1007/s10203-019-00241-2

Alitab, D., Bormetti, G., Corsi, F. ORCID: 0000-0003-2683-4479 & Majewski, A. A. (2019). A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing. Journal of Financial Econometrics, 18(1), pp. 121-157. doi: 10.1093/jjfinec/nbz001

Majewski, A. A., Bormetti, G. & Corsi, F. (2015). Smile from the past: A general option pricing framework with multiple volatility and leverage components. Journal of Econometrics, 187(2), pp. 521-531. doi: 10.1016/j.jeconom.2015.02.036

Majewski, A. A., Bormetti, G. & Corsi, F. (2013). Smile from the Past: A general option pricing framework with multiple volatility and leverage components (13/11). London, UK: Department of Economics, City University London.

This list was generated on Mon Nov 3 22:54:00 2025 UTC.