The following pages link to Ionut Florescu (Q1620592):
Displaying 15 items.
- Analysis of the Lehman Brothers collapse and the flash crash event by applying wavelets methodologies (Q1620593) (← links)
- Analysis of stock market data by using dynamic Fourier and wavelets techniques (Q2164596) (← links)
- Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space (Q2498925) (← links)
- Handbook of Probability (Q2871619) (← links)
- Detecting market crashes by analysing long-memory effects using high-frequency data (Q2873035) (← links)
- (Q2877652) (← links)
- (Q2921229) (← links)
- Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree (Q3502207) (← links)
- (Q3563146) (← links)
- Long correlations and fractional difference analysis applied to the study of memory effects in high-frequency (tick) data (Q4619501) (← links)
- Estimation of the long memory parameter in stochastic volatility models by quadratic variations (Q4923219) (← links)
- Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market (Q5245903) (← links)
- (Q5296572) (← links)
- (Q5409246) (← links)
- NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS (Q5411742) (← links)
