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Florescu, Ionut


 SSRN Author Rank: 38,436 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
548
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 |
Wilmott Journal, pp. 74-81, 2011
Accepted Paper Series
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
366
(44,893)
 

2.  
Construction of Volatility Indices Using a Multinomial Tree Approximation Method | Show Abstract | Download |
HANDBOOK OF MODELING HIGH-FREQUENCY DATA IN FINANCE, Frederi G. Viens, Maria C. Mariani and Ionut Florescu, eds., December 2011
Accepted Paper Series
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
57
(217,474)
 

3.  
Stochastic Volatility: Option Pricing Using a Multinomial Recombining Tree | Show Abstract | Download |
Applied Mathematical Finance, Vol. 15, No. 2, 2008
Accepted Paper Series
Florescu, Ionut
Stevens Institute of Technology
Viens, Frederi
Purdue University
Posted:
26 May 12
50
(233,369)
1

4.  
Florescu, Ionut
Stevens Institute of Technology
Pasarica, Cristian
Barclays Capital
Posted:
26 May 12
38
(258,202)
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
37
(260,734)
 


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