Items where Author is "Negrea, Bogdan"

Number of items: 2.
Working paper
  • Revisited multi-moment approximate option pricing models:a general comparison (Part 1). Jurczenko, Emmanuel; Maillet, Bertrand; Negrea, Bogdan
  • Skewness and kurtosis implied by option prices:a second comment. Jurczenko, Emmanuel; Maillet, Bertrand; Negrea, Bogdan