Ionut Florescu

MaRDI QIDQ1620592zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Analysis of stock market data by using dynamic Fourier and wavelets techniques Physica A	2022-08-15	Paper
Long correlations and fractional difference analysis applied to the study of memory effects in high-frequency (tick) data Quantitative Finance	2019-02-06	Paper
Analysis of the Lehman Brothers collapse and the flash crash event by applying wavelets methodologies Physica A	2018-11-13	Paper
Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market Quantitative Finance	2015-04-16	Paper
Probability and stochastic processes	2014-10-07	Paper
Option pricing with transaction costs and stochastic volatility Electronic Journal of Differential Equations (EJDE)	2014-08-25	Paper
Numerical schemes for option pricing in regime-switching jump diffusion models International Journal of Theoretical and Applied Finance	2014-04-25	Paper
Solutions to a partial integro-differential parabolic system arising in the pricing of financial options in regime-switching jump diffusion models	2014-04-14	Paper
Detecting market crashes by analysing long-memory effects using high-frequency data Quantitative Finance	2014-01-17	Paper
Handbook of probability	2014-01-08	Paper
Estimation of the long memory parameter in stochastic volatility models by quadratic variations Random Operators and Stochastic Equations	2013-06-06	Paper
scientific article; zbMATH DE number 5714028 (Why is no real title available?)	2010-05-31	Paper
scientific article; zbMATH DE number 5714028 (Why is no real title available?)	2010-05-31	Paper
Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree Applied Mathematical Finance	2008-05-22	Paper
scientific article; zbMATH DE number 5176686 (Why is no real title available?)	2007-08-01	Paper
Statistical analysis of the Diffie-Hellman key exchange protocol in a finite group	2007-02-06	Paper
Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2006-08-11	Paper

Research outcomes over time

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