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Volatility Clustering in Financial Markets : Empirical Facts and Agent-Based Models
Cont, Rama, (2009)
Artificial long memory effects in two agent-based asset pricing models
Franke, Reiner, (2008)
Agent-based simulation of an artificial financial market : effect of short selling on market stability
Bensaid, Khalid, (2020)
Credit default swaps and financial stability
Cont, Rama, (2010)
Modeling term structure dynamics : an infinite dimensional approach
Cont, Rama, (2005)