Concepedia

Semere Habtemicael

SH

Statistics

Publications

4

Citations

92

H-Index

4

Active since

2014

Affiliations

North Dakota State University(Current)

Ragon Institute of MGH, MIT and Harvard

Wentworth Institute of Technology

Semere Habtemicael is an author at North Dakota State University specializing in option pricing, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingOption PricingFinancial EconomicsGeophysicsManagementEngineeringEarth ScienceFinancial Markets

Publications per year

2014–2018

4

Publications

4

Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets

Semere Habtemicael, Indranil SenGupta · International Journal of Financial Engineering · 2016 · 37 citations

Option Pricing, Volatility Modeling, Financial Economics +14

PRICING COVARIANCE SWAPS FOR BARNDORFF–NIELSEN AND SHEPHARD PROCESS DRIVEN FINANCIAL MARKETS

Semere Habtemicael, Indranil SenGupta · Annals of Financial Economics · 2016 · 23 citations

Option Pricing, Computational Finance, Financial Economics +10

Ornstein–Uhlenbeck processes for geophysical data analysis

Semere Habtemicael, Indranil SenGupta · Physica A Statistical Mechanics and its Applications · 2014 · 22 citations

Geophysics, Engineering, Geophysical Data Analysis +2

Effect of tuberculosis on immune restoration among HIV-infected patients receiving antiretroviral therapy

Musie Ghebremichael, Semere Habtemicael · Journal of Applied Statistics · 2018 · 10 citations

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