- Americans are Europeans in Disguise - paper, code

- Randomization and the Equivalent European Payoff for the American Put Option - paper, code

- The Dynamics of Heterogeneity and Asset Prices (with W. Farkas)

- older working papers

SELECTED PAPERS IN PEER REVIEWED JOURNALS

- Modeling tail dependence using a stochastic volatility model, Computational Economics, 2022 (with S-W. Kim and Y-K. Ma)

- Quantifying the Probability of a Recession in Selected Central and Eastern European Countries, Economic Research (Ekonomska istrazivanja), 2022 (with B. Murarasu, A-N. Radu, C. Anghelescu and A. Zaharia)

- A General Closed Form Option Pricing Formula, Review of Derivatives Research, 22, 2019 (with W. Farkas and G. Drimus)

- A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing, Journal of Banking and Finance, 77, 2017 (with W. Farkas, E. Gourier, and R. Huitema)

- Quantifying the recapitalization fund premium using option pricing techniques, Economics Letters, 114, 3, 2012 (with A-N Radu)

- A Framework for Analyzing the Reflexive Relationship Between Stock Prices and Fundamentals, Procedia - Social and Behavioral Sciences, 62, 2012

- Long Memory in Eastern European Financial Markets, Economic Research (Ekonomska istrazivanja), 25, 2, 2012 (with A-N Radu)

- Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach, Romanian Journal of Economic Forecasting, 13, 3, 2010

- Estimating Potential GDP for the Romanian Economy. An Eclectic Approach., Romanian Journal of Economic Forecasting, 13, 3, 2010 (with M. Altar and G. Bobeica)

- A Copula-GARCH Model, Economic Research (Ekonomska istrazivanja), 23, 2, 2010.

- Estimating the Cyclically Adjusted Budget Balance for the Romanian Economy. A Robust Approach., Romanian Journal of Economic Forecasting, 13, 2, 2010 (with M. Altar and G. Bobeica)

- A Two-Country Discontinuous General Equilibrium Model, Economic Computation and Economic Cybernetics Studies and Research, 44, 2, 2010

- Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution, Romanian Journal of Economic Forecasting, 10, 2, 2009

- Modeling the Economic Growth in Romania. The Influence of Fiscal Regimes, Romanian Journal of Economic Forecasting, 9, 4, 2008 (with M. Altar and G. Bobeica)

- Modeling the Economic Growth in Romania. The Role of Human Capital, Romanian Journal of Economic Forecasting, 9, 3, 2008 (with M. Altar and G. Bobeica)

- Option Pricing in a fractional Brownian motion environment, Mathematical Reports, vol.6(56), no. 3, 2004

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