| A note on skewness and kurtosis adjusted option pricing models under the martingale restriction E Jurczenko, B Maillet*, B Negréa Quantitative Finance 4 (5), 479-488, 2004 | 49 | 2004 |
| Multi-moment approximate option pricing models: A general comparison (part 1) E Jurczenko, BB Maillet, B Negrea Available at SSRN 3175801, 2002 | 28 | 2002 |
| A statistical measure of financial crises magnitude B Negrea Physica A: Statistical Mechanics and its Applications 397, 54-75, 2014 | 15 | 2014 |
| Evaluarea activelor financiare B Negrea | 15* | 2006 |
| Skewness and kurtosis implied by option prices: a second comment E Jurczenko, B Maillet, B Negrea Financial Markets Group, The London School of Economics and Political Science, 2002 | 13 | 2002 |
| Dynamic CAPM under ambiguity—An experimental approach B Negrea, M Toma Journal of Behavioral and Experimental Finance 16, 22-32, 2017 | 9 | 2017 |
| Revisited multi-moment approximate option pricing models: a general comparison (Part 1) E Jurczenko, B Maillet, B Negrea Financial Markets Group, The London School of Economics and Political Science, 2002 | 9 | 2002 |
| THE VOLATILITY PREMIUM RISK: VALUATION AND FORECASTING. B Negrea Journal of Applied Quantitative Methods 4 (2), 2009 | 5 | 2009 |
| Skewness and Kurtosis Implied by Option Prices: A Second Comment B Negrea, B Maillet, E Jurczenko Financial Markets Group, 2002 | 4 | 2002 |
| Option Pricing with Stochastic Volatility: A Closed-form Solution Using the Fourier Transform B Negrea Available at SSRN 314406, 2002 | 4 | 2002 |
| Microstructura pieţelor financiare B Negrea, L Ţâţu, D Ţâţu Editura Universitară, 2009 | 3 | 2009 |
| Evaluation des options par la transformée de Fourier B Negrea Universite de Paris I, 2001 | 3 | 2001 |
| Does it payoff to be overconfident? Evidence from an emerging market–a quantile regression approach T Filip-Mihai, CO Cepoi, B Negrea Finance Research Letters 38, 101480, 2021 | 2 | 2021 |
| THE ENTROPY OF TRANSITION AND CRISIS. C Boiangiu, CA Boiangiu, BC Negrea Economic Computation & Economic Cybernetics Studies & Research 50 (2), 2016 | 2 | 2016 |
| La volatilité des marchés augmente-t-elle? T Chauveau, S Friederich, J Héricourt, E Jurczenko, C Lubochinsky, ... Revue d'économie financière, 17-44, 2004 | 2 | 2004 |
| La volatilité des marchés augmente-elle? Théorie et mise en perspective historique S Friederich, J Héricourt, E Jurczenko, C Lubochinsky, B Maillet, ... Network for Research in Finance, 2003 | 2 | 2003 |
| The Financial Crises Magnitude: An Approach Based on the Earthquake Richter Scale B Negrea Available at SSRN 2234708, 2013 | 1 | 2013 |
| A Stochastic Volatility Model, Volatility Smile and Forecasting Volatility B Negrea Available at SSRN 555709, 2004 | 1 | 2004 |
| The Optimality of Stock Exchange Transactions BC NEGREA The Bucharest University of Economic Studies, 2021 | | 2021 |
| The Endogenous Price under Perfect Liquidity B Negrea | | 2019 |
