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Florescu, Ionut


 SSRN Author Rank: 32,550 by Downloads
 Assistant professor
 

Stevens Institute of Technology


 Castle Point on the Hudson
 Hoboken, NJ 07030
 United States
 email address

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. Florescu, Ionut's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
812
Total
Citations
2
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Rare Events Analysis of High-Frequency Equity Data | Show Abstract | Download This Paper | Open PDF in Browser |
Wilmott Journal, pp. 74-81, 2011
Number of Pages in PDF File: 13
Bozdog, Dragos
Stevens Institute of Technology
Florescu, Ionut
Stevens Institute of Technology
Khashanah, Khaldoun
Stevens Institute of Technology
Wang, Jim
Stevens Institute of Technology
Posted:
29 Feb 12
Last Revised:
02 Mar 12
586
(28,255)
 

2.  
Stochastic Volatility: Option Pricing Using a Multinomial Recombining Tree | Show Abstract | Download This Paper | Open PDF in Browser |
Applied Mathematical Finance, Vol. 15, No. 2, 2008
Number of Pages in PDF File: 38
Florescu, Ionut
Stevens Institute of Technology
Viens, Frederi
Purdue University
Posted:
26 May 12
69
(222,145)
1

3.  
Construction of Volatility Indices Using a Multinomial Tree Approximation Method | Show Abstract | Download This Paper | Open PDF in Browser |
HANDBOOK OF MODELING HIGH-FREQUENCY DATA IN FINANCE, Frederi G. Viens, Maria C. Mariani and Ionut Florescu, eds., December 2011
Number of Pages in PDF File: 24
Bozdog, Dragos
Stevens Institute of Technology
Florescu, Ionut
Stevens Institute of Technology
Khashanah, Khaldoun
Stevens Institute of Technology
Qiu, Hongwei
Stevens Institute of Technology
Posted:
04 Mar 12
61
(237,245)
 

4.  
Florescu, Ionut
Stevens Institute of Technology
Pasarica, Cristian
Barclays Investment Bank
Posted:
26 May 12
49
(263,159)
1

5.  
Mariani, Maria C.
University of Texas at El Paso
Florescu, Ionut
Stevens Institute of Technology
Beccar-Varela, Maria P.
University of Texas at El Paso
Ncheuguim, Emmanuel
New Mexico State University
Posted:
26 May 12
47
(267,950)
 


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