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Alexandra Rostan

American University in Cairo

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Publication

Featured researches published by Alexandra Rostan.

International Journal of Biometrics | 2012

Forecasting the Yield Curve with the "Stock Dog" Technique

Pierre Rostan; Alexandra Rostan

AESTIMATIO : the IEB International Journal of Finance | 2012

Pricing variance and volatility swaps: a Monte Carlo simulation technique benchmarked to two closed-form solutions

Pierre Rostan; Alexandra Rostan; Abderrazak Ait El Trach; Stéphane Mercier

Journal of Asset Management | 2015

Pricing discrete double barrier options with a numerical method

Pierre Rostan; Alexandra Rostan; François-Éric Racicot

Journal of Derivatives & Hedge Funds | 2014

A Probabilistic Monte Carlo model for pricing discrete barrier and compound real options

Pierre Rostan; Alexandra Rostan; François-Éric Racicot

AESTIMATIO : the IEB International Journal of Finance | 2014

Fitting the Pareto-lévy distribution on the yield curve: An application to forecasting

Pierre Rostan; Alexandra Rostan

Journal of Forecasting | 2018

The versatility of spectrum analysis for forecasting financial time series

Pierre Rostan; Alexandra Rostan

Estudios de economía aplicada | 2018

Forecasting Spanish GDPs with Spectral Analysis

Pierre Rostan; Alexandra Rostan

Estudios de Economía Aplicada | 2018

Forecasting Spanish GDPs with Spectral Analysis /Previsiones del PIB español con análisis espectral

Pierre Rostan; Alexandra Rostan

World Academy of Science, Engineering and Technology, International Journal of Mathematical and Computational Sciences | 2016

Combining a Continuum of Hidden Regimes and a Heteroskedastic Three-Factor Model in Option Pricing

Rachid Belhachemi; Pierre Rostan; Alexandra Rostan

Archive | 2015

A VARIANCE-REDUCTION TECHNIQUE FOR PRICING DERIVATIVES

Pierre Rostan; Alexandra Rostan

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Collaboration

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Pierre Rostan

American University in Cairo

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François-Éric Racicot

University of Ottawa

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Rachid Belhachemi

Xi'an Jiaotong-Liverpool University

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