Ionut Florescu

2008–2009

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Whom Ionut Florescu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jean-Pierre Fouque 3

Who trusts Ionut Florescu overall

1. Alexandra Chronopoulou
2. Frederi G. Viens

Papers from Ionut Florescu's perspective

Ordered by how strongly the researchers Ionut Florescu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Markov Processes: Characterization and Convergence
2. MEAN-REVERTING STOCHASTIC VOLATILITY
3. The Pricing of Options and Corporate Liabilities
4. Optimal investment problems and volatility homogenization approximations
5. A General Asymptotic Implied Volatility for Stochastic Volatility Models
6. Continuous-time stochastic control and optimization with financial applications / Huyen Pham
7. The Volatility Smile
8. Consistent Modelling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model
9. Range-Based Estimation of Stochastic Volatility Models
10. A probabilistic weak formulation of mean field games and applications

Their papers

• Long Correlations and Levy Models Applied to the Study of Memory Effects in High Frequency (Tick) Data (2009) — 49 citations
• Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree (2008) — 67 citations