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Search: person:"Necula, ciprian"
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ECONIS (ZBW)
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1
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
2
A general closed form option pricing formula
Necula, Ciprian
;
Drimus, Gabriel
;
Farkas, Walter
- In:
Review of derivatives research
22
(
2019
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012311636
Saved in:
3
A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter
;
Gourier, Elise
;
Huitema, Robert
; …
- In:
Journal of banking & finance
77
(
2017
),
pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
Saved in:
4
Quantifying the recapitalization fund premium using option pricing techniques
Necula, Ciprian
;
Radu, Alina-Nicoleta
- In:
Economics letters
114
(
2012
)
3
,
pp. 249-251
Persistent link: https://www.econbiz.de/10009550804
Saved in:
5
Long memory in Eastern European financial markets returns
Necula, Ciprian
;
Radu, Alina-Nicoleta
- In:
Economic research
25
(
2012
)
2
,
pp. 361-377
Persistent link: https://www.econbiz.de/10009564272
Saved in:
6
Estimating potential GDP for the Romanian economy : an eclectic approach
Altar, Moisa
;
Necula, Ciprian
;
Bobeică, Gabriel
- In:
Romanian journal of economic forecasting
13
(
2010
)
3
,
pp. 5-25
Persistent link: https://www.econbiz.de/10009008929
Saved in:
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