Bogdan Negrea

Bogdan Negrea

Bucharest Academy of Economic Studies - Bucharest / Romania
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5203060
Bucharest University of Economic Studies
person_outline Bogdan Negrea's MOST POPULAR ARTICLES
1-) A note on skewness and kurtosis adjusted option pricing models under the martingale restrictionE Jurczenko, B Maillet*, B NegréaQuantitative Finance 4 (5), 479-488, 2004492004
2-) Multi-moment approximate option pricing models: A general comparison (part 1)E Jurczenko, BB Maillet, B NegreaAvailable at SSRN 3175801, 2002282002
3-) A statistical measure of financial crises magnitudeB NegreaPhysica A: Statistical Mechanics and its Applications 397, 54-75, 2014152014
4-) Evaluarea activelor financiareB Negrea15*2006
5-) Skewness and kurtosis implied by option prices: a second commentE Jurczenko, B Maillet, B NegreaFinancial Markets Group, The London School of Economics and Political Science, 2002142002