I. WORKING PAPERS
 Herding and Stochastic Volatility (with W. Farkas and B. Waelchli)
 A TwoFactor Cointegrated Commodity Price Model with an Application to Spread Option Pricing (with W. Farkas, E. Gourier and R. Huitema)
 A General Closed Form Option Pricing Formula (with G. Drimus and W. Farkas)
 Asset Pricing in a TwoCountry Discontinuous General Equilibrium Model, Advances in Economic and Financial Research  DOFIN Working Paper Series, 24, 2008
 A TwoCountry Discontinuous General Equilibrium Model, Advances in Economic and Financial Research  DOFIN Working Paper Series, 23, 2008
 Pricing European and Barrier Options in the Fractional BlackScholes Market, Advances in Economic and Financial Research  DOFIN Working Paper Series, 20, 2007
 A Framework for Derivative Pricing in the Fractional BlackScholes Market, Advances in Economic and Financial Research  DOFIN Working Paper Series, 19, 2007
 Barrier Options and a Reflection Principle of the Fractional Brownian Motion, Advances in Economic and Financial Research  DOFIN Working Paper Series, 6, 2003
 Option Pricing in a Fractional Brownian Motion Environment, Advances in Economic and Financial Research  DOFIN Working Paper Series, 2, 2002
II. PhD THESIS
Modelling and Forecasting Exchange Rates
 summary  romanian
 summary  english


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