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Adam Aleksander Majewski, PhD
Researcher in quantitative finance
Smile from the Past: A General Option Pricing Framework with Multiple Volatility and Leverage Components
Co-Existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model
Selected Papers
A Discrete Time Approach
to Option Pricing,
PhD thesis
Recommended
TED lecture on curing cancer with financial engineering by Andrew Lo.
Matlab toolbox for option pricing developed by Nicola Fusari.
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