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Disambiguation of "Avram, Florin"

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On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts

, , and . Stochastic Processes and their Applications, 100 (1-2): 75--107 (00 2002)

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Florin-Avram Pinte

Avram Baruchoff

Marija Avramovi

Konstantinos Avramidis

Gisela Avrambos

 

Other publications of authors with the same name

On Multiserver retrial Queues: History, Okubo-Type hypergeometric Systems and Matrix Continued-fractions., , and . Asia Pac. J. Oper. Res., (2014)Russian and American put options under exponential phase-type Lévy models, , and . Stochastic Processes and their Applications, 109 (1): 79--111 (January 2004)Advances in Econometrics, and . Volume 17, chapter AN EXAMINATION OF THE SIGN AND VOLATILITY SWITCHING ARCH MODELS UNDER ALTERNATIVE DISTRIBUTIONAL ASSUMPTIONS, page 165--176. JAI, (2003)RBF approximation by partition of unity for valuation of options under exponential Lévy processes., , and . J. Comput. Sci., (2019)On a characterization of the minimum assignment and matching in the independent random model., and . IPCO, page 161-169. CIACO, (1993)Probability bounds for M-Skorohod oscillations, and . Stochastic Processes and their Applications, 33 (1): 63--72 (October 1989)Optimal control of a SIR epidemic with ICU constraints and target objectives., , and . Appl. Math. Comput., (2022)General drawdown of general tax model in a time-homogeneous Markov framework., , and . J. Appl. Probab., 58 (4): 1131-1151 (2021)On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts, , and . Stochastic Processes and their Applications, 100 (1-2): 75--107 (00 2002)