I. WORKING PAPERS

- Herding and Stochastic Volatility (with W. Farkas and B. Waelchli)

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

- A General Closed Form Option Pricing Formula (with G. Drimus and W. Farkas)

- Asset Pricing in a Two-Country Discontinuous General Equilibrium Model, Advances in Economic and Financial Research - DOFIN Working Paper Series, 24, 2008

- A Two-Country Discontinuous General Equilibrium Model, Advances in Economic and Financial Research - DOFIN Working Paper Series, 23, 2008

- Pricing European and Barrier Options in the Fractional Black-Scholes Market, Advances in Economic and Financial Research - DOFIN Working Paper Series, 20, 2007

- A Framework for Derivative Pricing in the Fractional Black-Scholes Market, Advances in Economic and Financial Research - DOFIN Working Paper Series, 19, 2007

- Barrier Options and a Reflection Principle of the Fractional Brownian Motion, Advances in Economic and Financial Research - DOFIN Working Paper Series, 6, 2003

- Option Pricing in a Fractional Brownian Motion Environment, Advances in Economic and Financial Research - DOFIN Working Paper Series, 2, 2002

II. PhD THESIS

Modelling and Forecasting Exchange Rates

- summary - romanian
- summary - english