Concepedia

Adam Majewski

AM

2

Publications

72

Citations

2

H-Index

2015

Active since

Affiliations

City, University of London(Current)

Adam Majewski is an author at City, University of London specializing in option pricing, business, and volatility modeling.

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Publications per year

2015–2019

2

Publications

2

Smile from the past: A general option pricing framework with multiple volatility and leverage components

Adam Majewski, Giacomo Bormetti, Fulvio Corsi · Journal of Econometrics · 2015 · 58 citations · Full text

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A Jump and Smile Ride: Jump and Variance Risk Premia in Option Pricing*

Dario Alitab, Giacomo Bormetti, Fulvio Corsi et al. · Journal of Financial Econometrics · 2019 · 14 citations · Full text

, , +17

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