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1

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

Florin Avram, Terence Chan, Miguel Usabel

Journal:

Stochastic Processes and their Applications

Year:

2002

Language:

english

File:

PDF, 270 KB

english, 2002

2

On the efficient evaluation of ruin probabilities for completely monotone claim distributions

Hansjörg Albrecher, Florin Avram, Dominik Kortschak

Journal:

Journal of Computational and Applied Mathematics

Year:

2010

Language:

english

File:

PDF, 765 KB

english, 2010

3

Russian and American put options under exponential phase-type Lévy models

Søren Asmussen, Florin Avram, Martijn R. Pistorius

Journal:

Stochastic Processes and their Applications

Year:

2004

Language:

english

File:

PDF, 457 KB

english, 2004

4

Central Limit Theorems for Sums of Wick Products of Stationary Sequences

Florin Avram and Robert Fox

Journal:

Transactions of the American Mathematical Society

Year:

1992

Language:

english

File:

PDF, 1.22 MB

english, 1992

5

Generalized Szegö Theorems and Asymptotics of Cumulants by Graphical Methods

Journal:

Transactions of the American Mathematical Society

Year:

1992

Language:

english

File:

PDF, 1.12 MB

english, 1992

6

Noncentral Limit Theorems and Appell Polynomials

Florin Avram and Murad S. Taqqu

Journal:

The Annals of Probability

Year:

1987

Language:

english

File:

PDF, 564 KB

english, 1987

7

A Generalized Hölder Inequality and a Generalized Szego Theorem

Florin Avram and Lawrence Brown

Journal:

Proceedings of the American Mathematical Society

Year:

1989

Language:

english

File:

PDF, 343 KB

english, 1989

8

Central limit theorems for sums of Wick products of stationary sequences

Avram, Florin, Fox, Robert

Journal:

Transactions of the American Mathematical Society

Year:

1992

Language:

english

File:

PDF, 1.09 MB

english, 1992

9

On taxed spectrally negative Lévy processes with draw-down stopping

Avram, Florin, Vu, Nhat Linh, Zhou, Xiaowen

Journal:

Insurance: Mathematics and Economics

Year:

2017

Language:

english

File:

PDF, 729 KB

english, 2017

10

Erlangian Approximations for Finite-Horizon Ruin Probabilities

Asmussen, Soren, Avram, Florin, Usabel, Miguel

Journal:

Year:

2002

Language:

english

File:

PDF, 642 KB

english, 2002

11

On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields

Avram, Florin, Leonenko, Nikolai, Sakhno, Ludmila

Journal:

ESAIM Probability and Statistics

Year:

2010

Language:

english

File:

PDF, 606 KB

english, 2010

12

Generalized SzegÅ theorems and asymptotics of cumulants by graphical methods

Journal:

Transactions of the American Mathematical Society

Year:

1992

File:

PDF, 1011 KB

1992

13

Probability bounds for M-Skorohod oscillations

Florin Avram, Murad S. Taqqu

Journal:

Stochastic Processes and their Applications

Year:

1989

Language:

english

File:

PDF, 503 KB

english, 1989

14

A two-dimensional ruin problem on the positive quadrant

Florin Avram, Zbigniew Palmowski, Martijn Pistorius

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 327 KB

english, 2008

15

On the large deviations approximation for the stationary distribution of skip-free regulated queueing networks

Journal:

Performance Evaluation

Year:

2003

Language:

english

File:

PDF, 172 KB

english, 2003

16

Finite time ruin probabilities with one Laplace inversion

Florin Avram, Miguel Usabel

Journal:

Insurance: Mathematics and Economics

Year:

2003

Language:

english

File:

PDF, 94 KB

english, 2003

17

Symmetric polynomials of random variables attracted to an infinitely divisible law

Florin Avram, Murad S. Taqqu

Journal:

Probability Theory and Related Fields

Year:

1986

Language:

english

File:

PDF, 377 KB

english, 1986

18

Predicted binding rate of new cephalosporin antibiotics by a 3D-QSAR method: a new approach

Speranta Avram, Daniel Marius Duda-Seiman, Corina Duda-Seiman, Florin Borcan, Dan Mihailescu

Journal:

Monatshefte für Chemie - Chemical Monthly

Year:

2010

Language:

english

File:

PDF, 442 KB

english, 2010

19

Evaluation of Antimicrobial Activity of New Mastoparan Derivatives Using QSAR and Computational Mutagenesis

Speranta Avram, Daniel Duda-Seiman, Florin Borcan, Beatrice Radu, Corina Duda-Seiman, Dan Mihailescu

Journal:

International Journal of Peptide Research and Therapeutics

Year:

2011

Language:

english

File:

PDF, 217 KB

english, 2011

20

On symbolic RG factorization of quasi-birth-and-death processes

Florin Avram, Donatien Fotso Chedom

Journal:

Year:

2011

Language:

english

File:

PDF, 642 KB

english, 2011

21

Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks

Journal:

Year:

2011

Language:

english

File:

PDF, 137 KB

english, 2011

22

Szego's theorem for sums with dependent indices

Journal:

Linear Algebra and its Applications

Year:

1989

Language:

english

File:

PDF, 198 KB

english, 1989

23

Robustness of the R / S Statistic for Fractional Stable Noises

Florin Avram, Murad S. Taqqu

Journal:

Statistical Inference for Stochastic Processes

Year:

2000

Language:

english

File:

PDF, 101 KB

english, 2000

24

Prediction of improved antimicrobial mastoparan derivatives by 3D-QSAR-CoMSIA/CoMFA and computational mutagenesis

Speranta Avram, Dan Mihailescu, Florin Borcan, Adina-Luminita Milac

Journal:

Monatshefte für Chemie - Chemical Monthly

Year:

2012

Language:

english

File:

PDF, 265 KB

english, 2012

25

Hölder’s Inequality for Functions of Linearly Dependent Arguments

Avram, Florin, Taqqu, Murad S.

Journal:

SIAM Journal on Mathematical Analysis

Year:

1989

Language:

english

File:

PDF, 584 KB

english, 1989

26

The Tax Identity For Markov Additive Risk Processes

Hansjörg Albrecher, Florin Avram…

Journal:

Methodology and Computing in Applied Probability

Year:

2014

Language:

english

File:

PDF, 390 KB

english, 2014

27

A Product Design Problem in Semiconductor Manufacturing

Florin Avram and Lawrence M. Wein

Journal:

Operations Research

Year:

1992

Language:

english

File:

PDF, 451 KB

english, 1992

28

[IEEE 2011 International Semiconductor Conference (CAS 2011) - Sinaia, Romania (2011.10.17-2011.10.19)] CAS 2011 Proceedings (2011 International Semiconductor Conference) - Experimental studies of silicon nitride waveguides fabrication

Kusko, Mihai, Avram, Andrei, Dinescu, Adrian, Kusko, Cristian, Comanescu, Florin, Iorga, Carmen, Muller, Raluca

Year:

2011

Language:

english

File:

PDF, 955 KB

english, 2011

29

Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions

Avram, Florin, Leonenko, Nikolai, Rabehasaina, Landy

Journal:

Stochastic Analysis and Applications

Year:

2009

Language:

english

File:

PDF, 203 KB

english, 2009

30

Noncentral Limit Theorems and Appell Polynomials

Avram, Florin, Taqqu, Murad S.

Journal:

The Annals of Probability

Year:

1987

File:

PDF, 586 KB

1987

31

Pharmacological descriptors related to the binding of Gp120 to CD4 corresponding to 60 representative HIV-1 strains

Calborean, Octavian, Mernea, Maria, Avram, Speranta, Mihailescu, Dan Florin

Journal:

Journal of Enzyme Inhibition and Medicinal Chemistry

Year:

2013

Language:

english

File:

PDF, 985 KB

english, 2013

32

[IEEE 2007 International Semiconductor Conference (CAS 2007) - Sinaia, Romania (2007.10.15-2007.09.17)] 2007 International Semiconductor Conference - APTS Bio-Functionalization of Porous Silicon Nanostructurated Surface

Bragaru, Adina, Simion, Monica, Miu, Mihaela, Ignat, Teodora, Kleps, Irina, Schiopu, Veronica, Avram, Andrei, Craciunoiu, Florin

Year:

2007

Language:

english

File:

PDF, 2.03 MB

english, 2007

33

Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities

Avram, Florin, Leonenko, Nikolai, Sakhno, Ludmila

Journal:

Stochastic Processes and their Applications

Year:

2015

Language:

english

File:

PDF, 293 KB

english, 2015

34

Betulinic Acid in Complex with a Gamma-Cyclodextrin Derivative Decreases Proliferation and in Vivo Tumor Development of Non-Metastatic and Metastatic B164A5 Cells

Soica, Codruta, Danciu, Corina, Savoiu-Balint, Germaine, Borcan, Florin, Ambrus, Rita, Zupko, Istvan, Bojin, Florina, Coricovac, Dorina, Ciurlea, Sorina, Avram, Stefana, Dehelean, Cristina, Olariu, Te

Journal:

International Journal of Molecular Sciences

Year:

2014

Language:

english

File:

PDF, 2.39 MB

english, 2014

35

Functional Evaluation and Performance Improvement of a Gantry IR’s NC Axes

Avram, Georgia Cezara, Nicolescu, Florin Adrian, Anania, Dorel, Strajescu, Eugen

Journal:

Advanced Materials Research

Year:

2013

Language:

english

File:

PDF, 1.25 MB

english, 2013

36

A Method for Computing Double Band Policies for Switching between Two Diffusions

Avram, Florin, Karaesmen, Fikri

Journal:

Probability in the Engineering and Informational Sciences

Year:

1996

Language:

english

File:

PDF, 1000 KB

english, 1996

37

QSAR-CoMSIA applied to antipsychotic drugs with their dopamine D2 and serotonine 5HT2A membrane receptors

Avram, Speranta, Duda-Seiman, Daniel, Borcan, Florin, Wolschann, Peter

Journal:

Journal of the Serbian Chemical Society

Year:

2011

Language:

english

File:

PDF, 1.20 MB

english, 2011

38

Genistein in 1:1 Inclusion Complexes with Ramified Cyclodextrins: Theoretical, Physicochemical and Biological Evaluation

Danciu, Corina, Soica, Codruta, Oltean, Mircea, Avram, Stefana, Borcan, Florin, Csanyi, Erzsebet, Ambrus, Rita, Zupko, Istvan, Muntean, Delia, Dehelean, Cristina, Craina, Marius, Popovici, Ramona

Journal:

International Journal of Molecular Sciences

Year:

2014

Language:

english

File:

PDF, 3.11 MB

english, 2014

39

Computer Assisted Selection of Servomotor Driving System for Linear Motion NC Axis Experimental Stand

Nicolescu, Florin Adrian, Avram, Georgia Cezara, Ivan, Andrei Mario, Mantea, Theodor Adrian

Journal:

Applied Mechanics and Materials

Year:

2015

Language:

english

File:

PDF, 494 KB

english, 2015

40

Experimental Research to Evaluate Thermal Behavior of a Brushless Driving Servomotor for Linear Motion NC Axis Experimental Stand

Avram, Georgia Cezara, Nicolescu, Florin Adrian, Parpală, Radu Constantin, Dumitrascu, Constantin

Journal:

Applied Mechanics and Materials

Year:

2015

Language:

english

File:

PDF, 590 KB

english, 2015

41

Off-Line Programming and Functioning Simulation of Robotic Flexible Manufacturing Cell for Part's Turning

Ivan, Andrei Mario, Nicolescu, Florin Adrian, Avram, Georgia Cezara, Mantea, Theodor Adrian

Journal:

Applied Mechanics and Materials

Year:

2015

Language:

english

File:

PDF, 521 KB

english, 2015

42

Brushless Servomotor’s Thermal Behavior Computer Assisted Evaluation for a Linear Motion NC Axis Experimental Stand

Nicolescu, Florin Adrian, Avram, Georgia Cezara, Ivan, Andrei Mario, Mantea, Theodor Adrian

Journal:

Applied Mechanics and Materials

Year:

2015

Language:

english

File:

PDF, 749 KB

english, 2015

43

On the Optimal Dividend Problem for a Spectrally Negative Lévy Process

Florin Avram, Zbigniew Palmowski and Martijn R. Pistorius

Journal:

The Annals of Applied Probability

Year:

2007

Language:

english

File:

PDF, 1.73 MB

english, 2007

44

On Central Limit Theorems in Geometrical Probability

Florin Avram and Dimitris Bertsimas

Journal:

The Annals of Applied Probability

Year:

1993

Language:

english

File:

PDF, 1.29 MB

english, 1993

45

New Design Concepts in Computer Assisted Design of Robotic Flexible Manufacturing Cell for Part's Turning

Nicolescu, Florin Adrian, Ivan, Andrei Mario, Avram, Georgia Cezara, Mantea, Theodor Adrian

Journal:

Applied Mechanics and Materials

Year:

2015

Language:

english

File:

PDF, 602 KB

english, 2015

46

SPIE Proceedings [SPIE Sixth International Conference on Lasers in Medicine - Bucharest, Romania (Thursday 7 May 2015)] Sixth International Conference on Lasers in Medicine - The effects of photodynamic laser therapy in the treatment of marginal chronic periodontitis

Todea, Darinca Carmen, Podoleanu, Adrian G., Duma, Virgil-Florin, Chifor, Radu, Badea, Iulia, Avram, Ramona, Chifor, Ioana, Badea, Mîndra Eugenia

Year:

2016

Language:

english

File:

PDF, 953 KB

english, 2016

47

Exit Problem of a Two-Dimensional Risk Process from the Quadrant: Exact and Asymptotic Results

Florin Avram, Zbigniew Palmowski and Martijn R. Pistorius

Journal:

The Annals of Applied Probability

Year:

2008

Language:

english

File:

PDF, 1.92 MB

english, 2008

48

Weak Convergence of the Variations, Iterated Integrals and Doleans-Dade Exponentials of Sequences of Semimartingales

Journal:

The Annals of Probability

Year:

1988

Language:

english

File:

PDF, 358 KB

english, 1988

49

The Minimum Spanning Tree Constant in Geometrical Probability and Under the Independent Model: A Unified Approach

Florin Avram and Dimitris Bertsimas

Journal:

The Annals of Applied Probability

Year:

1992

Language:

english

File:

PDF, 1.60 MB

english, 1992

50

Weak Convergence of Sums of Moving Averages in the α-Stable Domain of Attraction

Florin Avram and Murad S. Taqqu

Journal:

The Annals of Probability

Year:

1992

Language:

english

File:

PDF, 1.10 MB

english, 1992