Ionut Florescu

Available identifiers

Publication	Date of Publication	Type
Analysis of stock market data by using dynamic Fourier and wavelets techniques	2022-08-15	Paper
Long correlations and fractional difference analysis applied to the study of memory effects in high-frequency (tick) data	2019-02-06	Paper
Analysis of the Lehman Brothers collapse and the flash crash event by applying wavelets methodologies	2018-11-13	Paper
Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market	2015-04-16	Paper
Probability and stochastic processes	2014-10-07	Paper
Option pricing with transaction costs and stochastic volatility	2014-08-25	Paper
NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS	2014-04-25	Paper
https://portal.mardi4nfdi.de/entity/Q5409246	2014-04-14	Paper
Detecting market crashes by analysing long-memory effects using high-frequency data	2014-01-17	Paper
Handbook of probability	2014-01-08	Paper
Estimation of the long memory parameter in stochastic volatility models by quadratic variations	2013-06-06	Paper
https://portal.mardi4nfdi.de/entity/Q3563146	2010-05-31	Paper
Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree	2008-05-22	Paper
https://portal.mardi4nfdi.de/entity/Q5296572	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	2006-08-11	Paper

This page was built for person: Ionut Florescu