Badescu, Alexandru: search on Z-Library

The world's largest scientific articles store. 70,000,000+ articles for free.

Don't use scam websites

1

Computing global and diffuse solar hourly irradiation on clear sky. Review and testing of 54 models

Viorel Badescu, Christian A. Gueymard, Sorin Cheval, Cristian Oprea, Madalina Baciu, Alexandru Dumitrescu, Flavius Iacobescu, Ioan Milos, Costel Rada

Journal:

Renewable and Sustainable Energy Reviews

Year:

2012

Language:

english

File:

PDF, 1.66 MB

english, 2012

2

On pricing and hedging options in regime-switching models with feedback effect

Robert J. Elliott, Tak Kuen Siu, Alexandru Badescu

Journal:

Journal of Economic Dynamics and Control

Year:

2011

Language:

english

File:

PDF, 363 KB

english, 2011

3

Valuation of VIX and target volatility options with affine GARCH models

Cao, Hongkai, Badescu, Alexandru, Cui, Zhenyu, Jarayaman, Sarah Kumar

Journal:

Journal of Futures Markets

Year:

2020

File:

PDF, 3.09 MB

2020

4

Modeling, validation and time-dependent simulation of the first large passive building in Romania

Viorel Badescu, Nadine Laaser, Ruxandra Crutescu, Marin Crutescu, Alexandru Dobrovicescu, George Tsatsaronis

Journal:

Renewable Energy

Year:

2011

Language:

english

File:

PDF, 1.85 MB

english, 2011

5

Optimal risk transfers in insurance groups

Alexandru V. Asimit, Alexandru M. Badescu, Andreas Tsanakas

Journal:

European Actuarial Journal

Year:

2013

Language:

english

File:

PDF, 622 KB

english, 2013

6

Quadratic hedging schemes for non-Gaussian GARCH models

Badescu, Alexandru, Elliott, Robert J., Ortega, Juan-Pablo

Journal:

Journal of Economic Dynamics and Control

Year:

2014

Language:

english

File:

PDF, 1.06 MB

english, 2014

7

Extremes on the discounted aggregate claims in a time dependent risk model

Asimit, Alexandru V., Badescu, Andrei L.

Journal:

Scandinavian Actuarial Journal

Year:

2010

Language:

english

File:

PDF, 160 KB

english, 2010

8

Portfolio Optimization under Solvency Constraints: A Dynamical Approach

Asanga, Sujith, Asimit, Alexandru, Badescu, Alexandru, Haberman, Steven

Journal:

North American Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 475 KB

english, 2014

9

A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS

BADESCU, ALEXANDRU, ELLIOTT, ROBERT J., KULPERGER, REG, MIETTINEN, JARKKO, SIU, TAK KUEN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2011

Language:

english

File:

PDF, 512 KB

english, 2011

10

Non-Gaussian GARCH option pricing models and their diffusion limits

Badescu, Alexandru, Elliott, Robert J., Ortega, Juan-Pablo

Journal:

European Journal of Operational Research

Year:

2015

Language:

english

File:

PDF, 1.02 MB

english, 2015

11

Efficient risk allocation within a non-life insurance group under Solvency II Regime

Asimit, Alexandru V., Badescu, Alexandru M., Haberman, Steven, Kim, Eun-Seok

Journal:

Insurance: Mathematics and Economics

Year:

2015

Language:

english

File:

PDF, 277 KB

english, 2015

12

A new perspective on the relationship between cloud shade and point cloudiness

Brabec, Marek, Badescu, Viorel, Paulescu, Marius, Dumitrescu, Alexandru

Journal:

Atmospheric Research

Year:

2016

Language:

english

File:

PDF, 1.88 MB

english, 2016

13

InSAR validation based on GNSS measurements in Bucharest

Armaş, Iuliana, Gheorghe, Mihaela, Lendvai, Ana Maria, Dumitru, Paul Daniel, Bădescu, Octavian, Călin, Alexandru

Journal:

International Journal of Remote Sensing

Year:

2016

Language:

english

File:

PDF, 2.37 MB

english, 2016

14

Efficient Risk Allocation within a Non-Life Insurance Group Under Solvency II Regime

Asimit, Alexandru V., Badescu, Alex, Haberman, Steven, Kim, Eun-Seok

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 287 KB

english, 2015

15

Monitoring subway construction using Sentinel-1 data: a case study in Bucharest, Romania

Gheorghe, Mihaela, Armaș, Iuliana, Dumitru, Paul, Călin, Alexandru, Bădescu, Octavian, Necșoiu, Marius

Journal:

International Journal of Remote Sensing

Year:

2020

File:

PDF, 5.58 MB

2020

16

GARCH option pricing: A semiparametric approach

Alexandru M. Badescu, Reg J. Kulperger

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 1.21 MB

english, 2008

17

Accuracy and sensitivity analysis for 54 models of computing hourly diffuse solar irradiation on clear sky

Badescu, Viorel, Gueymard, Christian A., Cheval, Sorin, Oprea, Cristian, Baciu, Madalina, Dumitrescu, Alexandru, Iacobescu, Flavius, Milos, Ioan, Rada, Costel

Journal:

Theoretical and Applied Climatology

Year:

2013

Language:

english

File:

PDF, 551 KB

english, 2013

18

Optimal risk transfer under quantile-based risk measurers

Asimit, Alexandru V., Badescu, Alexandru M., Verdonck, Tim

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 457 KB

english, 2013

19

Accuracy analysis for fifty-four clear-sky solar radiation models using routine hourly global irradiance measurements in Romania

Badescu, Viorel, Gueymard, Christian A., Cheval, Sorin, Oprea, Cristian, Baciu, Madalina, Dumitrescu, Alexandru, Iacobescu, Flavius, Milos, Ioan, Rada, Costel

Journal:

Renewable Energy

Year:

2013

Language:

english

File:

PDF, 1.24 MB

english, 2013

20

Simple models to compute solar global irradiance from the CMSAF product Cloud Fractional Coverage

Badescu, Viorel, Dumitrescu, Alexandru

Journal:

Renewable Energy

Year:

2014

Language:

english

File:

PDF, 2.87 MB

english, 2014

21

The CMSAF hourly solar irradiance database (product CM54): Accuracy and bias corrections with illustrations for Romania (south-eastern Europe)

Badescu, Viorel, Dumitrescu, Alexandru

Journal:

Journal of Atmospheric and Solar-Terrestrial Physics

Year:

2013

Language:

english

File:

PDF, 1.22 MB

english, 2013

22

Solar System and Ground Heat Exchanger at Bragadiru Passivehouse – Amvic Office Building

Crutescu, Ruxandra, Tudor, Alexandru, Ceacaru, Cristi-Mihai, Badescu, Viorel

Journal:

Energy Procedia

Year:

2013

Language:

english

File:

PDF, 2.27 MB

english, 2013

23

New models to compute solar global hourly irradiation from point cloudiness

Badescu, Viorel, Dumitrescu, Alexandru

Journal:

Energy Conversion and Management

Year:

2013

Language:

english

File:

PDF, 4.11 MB

english, 2013

24

Optimal reinsurance in the presence of counterparty default risk

Asimit, Alexandru V., Badescu, Alexandru M., Cheung, Ka Chun

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 424 KB

english, 2013

25

Accuracy of CM-SAF solar irradiance incident on horizontal surface

Badescu, Viorel, Dumitrescu, Alexandru

Journal:

Theoretical and Applied Climatology

Year:

2014

Language:

english

File:

PDF, 983 KB

english, 2014

26

Experimental Investigation of Waste Heat Available for a Hybrid Micro-Cogeneration Group Involving a Diesel Engine Electric Generator and Organic Rankine Cycle

Prisecaru, Tudor, Dobrovicescu, Alexandru, Petcu, Cristian, Apostol, Valentin, Prisecaru, Mălina, Popescu, Gheorghe, Pop, Horaţiu, Ciobanu, Cristina, Pop, Elena, Stanciu, Dorin, Bădescu, Viorel, Alexa

Journal:

Applied Mechanics and Materials

Year:

2014

Language:

english

File:

PDF, 349 KB

english, 2014

27

Simple solar radiation modelling for different cloud types and climatologies

Badescu, Viorel, Dumitrescu, Alexandru

Journal:

Theoretical and Applied Climatology

Year:

2016

Language:

english

File:

PDF, 1.89 MB

english, 2016

28

Biocompatible Porous Scaffolds from Derivatized PVA Composites

Petreus, Tudor, Cotrutz, Carmen Elena, Sirbu, Paul Dan, Tudoran, Lucian Barbu, Olinici, Doinita, Badescu, Laurentiu, Petreus, Oana, Stoica, Bogdan Alexandru

Journal:

Key Engineering Materials

Year:

2014

Language:

english

File:

PDF, 1.67 MB

english, 2014

29

Mediterranean Spotted Fever in Southeastern Romania

Pitigoi, Daniela, Olaru, Ioana D., Badescu, Daniela, Rafila, Alexandru, Arama, Victoria, Hristea, Adriana

Journal:

BioMed Research International

Year:

2013

Language:

english

File:

PDF, 113 KB

english, 2013

30

The Evaluation of Solar Energy Availability at Ground Level Using Satellite Resources

Ceacaru, Mihai Cristi, Dumitrescu, Alexandru, Badescu, Viorel

Journal:

Applied Mechanics and Materials

Year:

2013

Language:

english

File:

PDF, 386 KB

english, 2013

31

Capital requirements and optimal investment with solvency probability constraints

Asimit, Alexandru V., Badescu, Alexandru M., Siu, Tak Kuen, Zinchenko, Yuriy

Journal:

IMA Journal of Management Mathematics

Year:

2015

Language:

english

File:

PDF, 1.21 MB

english, 2015

32

A new point of view on the relationship between global solar irradiation and sunshine quantifiers

Brabec, Marek, Badescu, Viorel, Dumitrescu, Alexandru, Paulescu, Marius

Journal:

Year:

2016

Language:

english

File:

PDF, 2.04 MB

english, 2016

33

CMSAF products Cloud Fraction Coverage and Cloud Type used for solar global irradiance estimation

Badescu, Viorel, Dumitrescu, Alexandru

Journal:

Meteorology and Atmospheric Physics

Year:

2016

Language:

english

File:

PDF, 454 KB

english, 2016

34

A note on the Wang transform for stochastic volatility pricing models

Badescu, Alexandru, Cui, Zhenyu, Ortega, Juan-Pablo

Journal:

Finance Research Letters

Year:

2016

Language:

english

File:

PDF, 459 KB

english, 2016

35

Earth-to-air heat exchangers for passive houses located in South-Eastern European countries

Badescu, Viorel, Tudor, Alexandru

Journal:

Journal of Renewable and Sustainable Energy

Year:

2015

Language:

english

File:

PDF, 1.15 MB

english, 2015

36

Reconstruction of historical aerosol optical depth time series over Romania during summertime

Dumitrescu, Alexandru, Gueymard, Chris A., Badescu, Viorel

Journal:

International Journal of Climatology

Year:

2017

Language:

english

File:

PDF, 6.48 MB

english, 2017

37

Non-affine GARCH Option Pricing Models, Variance-Dependent Kernels, and Diffusion Limits*

Badescu, Alexandru, Cui, Zhenyu, Ortega, Juan-Pablo

Journal:

Journal of Financial Econometrics

Year:

2017

Language:

english

File:

PDF, 1.01 MB

english, 2017

38

Closed-form variance swap prices under general affine GARCH models and their continuous-time limits

Badescu, Alexandru, Cui, Zhenyu, Ortega, Juan-Pablo

Journal:

Annals of Operations Research

Year:

2018

Language:

english

File:

PDF, 1.39 MB

english, 2018

39

Variance swaps valuation under non-affine GARCH models and their diffusion limits

Badescu, Alexandru, Chen, Yuyu, Couch, Matthew, Cui, Zhenyu

Journal:

Quantitative Finance

Year:

2018

Language:

english

File:

PDF, 694 KB

english, 2018

40

Optimal Risk Transfer with Multiple Reinsurers

Asimit, Vali Alexandru, Badescu, Alex

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 328 KB

english, 2011

41

First conclusions about results of GPR investigations in the Church of the Assumption of the Blessed Virgin Mary in Kłodzko, Poland

Chernov, Anatolii, Dziubacki, Dariusz, Cogoni, Martina, Bặdescu, Alexandru

Journal:

Geoscientific Instrumentation Methods and Data Systems Discussions

Year:

2017

Language:

english

File:

PDF, 1.00 MB

english, 2017

42

Optimal Risk Transfers in Insurance Groups

Asimit, Vali Alexandru, Badescu, Alex, Tsanakas, Andreas

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 288 KB

english, 2012

43

A new perspective on the sunshine duration variability

Brabec, Marek, Dumitrescu, Alexandru, Paulescu, Marius, Badescu, Viorel

Journal:

Theoretical and Applied Climatology

Year:

2019

Language:

english

File:

PDF, 913 KB

english, 2019

44

A new perspective on the sunshine duration variability

Brabec, Marek, Dumitrescu, Alexandru, Paulescu, Marius, Badescu, Viorel

Journal:

Theoretical and Applied Climatology

Year:

2019

File:

PDF, 913 KB

2019

45

Wideband Dual-Polarized VHF Antenna for Space Observation Applications

Tatomirescu, Alexandru, Badescu, Alina

Journal:

Year:

2020

File:

PDF, 5.40 MB

2020

46

A new parameterization of the effective cloud fields

Paulescu, Marius, Sabadus, Andreea, Dumitrescu, Alexandru, Badescu, Viorel

Journal:

Theoretical and Applied Climatology

Year:

2020

File:

PDF, 1.60 MB

2020

To build up a library is to create a life. It’s never just a random collection of books.

— Carlos María Domínguez

Official channel

Z-Library Desktop Launcher

Z-Library Since 2009 support@z-lib.do

EnglishРусскийEspañolItalianoελληνικάاللغة العربيةBahasa IndonesiaBahasa Malaysiaहिन्दीDeutschFrançaisPortuguêsУкраїнськаPolski中文繁體中文日本語Tiếng ViệtAzərbaycan DiliՀայոց լեզուภาษาไทยTürk Diliქართველიবাংলাپښتوతెలుగుاردو한국어SrpskiБългарски