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  1. Tree estimation for Stochastic Volatility Models The Anderson SPDE Tree estimation for Stochastic Volatility Models The Anderson SPDE

    Tree estimation for Stochastic Volatility Models The Anderson SPDE

    Ionut Florescu
    VDM Verlag Dr. Müller

    This text is divided into two parts. In the first part we present a methodology for approximating...

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  2. Handbook of Probability Handbook of Probability

    Handbook of Probability

    Ionut Florescu
    Wiley
    04.11.2013

    THE COMPLETE COLLECTION NECESSARY FOR A CONCRETE UNDERSTANDING OF PROBABILITY Written in a clear,...

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  3. Handbook of Modeling High-Frequency Data in Finance Handbook of Modeling High-Frequency Data in Finance

    Handbook of Modeling High-Frequency Data in Finance

    Frederi G Viens
    Wiley
    20.12.2011

    CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availabil...

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  4. Handbook of High-Frequency Trading and Modeling in Finance Handbook of High-Frequency Trading and Modeling in Finance

    Handbook of High-Frequency Trading and Modeling in Finance

    Ionut Florescu
    Wiley
    25.04.2016

    Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High...

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