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Modeling term structure dynamics : an infinite dimensional approach
Cont, Rama - In: International journal of theoretical and applied finance 8 (2005) 3, pp. 357-380
Persistent link: https://www.econbiz.de/10002893673
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Special issue: Proceedings of the Conference on New Directions in Quantitative Finance, Columbia University and Ecole Polytechnique, Paris, 2008
Cont, Rama (contributor) - Conference on New Directions in Quantitative Finance … - 2010
Persistent link: https://www.econbiz.de/10008904315
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Stress testing the resilience of financial networks
Amini, Hamed; Cont, Rama; Minca, Andreea - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10009562144
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Institutional investors and the dependence structure of asset returns
Cont, Rama; Wagalath, Lakshithe - In: International journal of theoretical and applied finance 19 (2016) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10011454404
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An empirical investigation of the forward interest rate term structure
Matacz, Andrew; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 703-729
Persistent link: https://www.econbiz.de/10001526865
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Taming large events : optimal portfolio theory for strongly fluctuating assets
Bouchaud, Jean-Philippe (contributor) - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001236676
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Proceedings of the Conference on "Application of Physics in Financial Analysis" : held in Dublin (15 - 17 July 1999) ; special issue
Bouchaud, Jean-Philippe (contributor);  … - Conference on Applications of Physics in Financial … - 2000
Persistent link: https://www.econbiz.de/10001522879
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Explaining the forward interest rate term structure
Matacz, Andrew; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 381-389
Persistent link: https://www.econbiz.de/10001522890
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Option pricing and hedging with temporal correlations
Cornalba, Lorenzo; Bouchaud, Jean-Philippe; Potters, Marc - In: International journal of theoretical and applied finance 5 (2002) 3, pp. 307-320
Persistent link: https://www.econbiz.de/10001674219
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The joint distribution of stock returns is not elliptical
Chicheportiche, Rémy; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10009624498