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Option pricing under Ornstein-Uhlenbeck stochastic volatility : a linear model
Bormetti, Giacomo; Cazzola, Valentina; Delpini, Danilo - In: International journal of theoretical and applied finance 13 (2010) 7, pp. 1047-1063
Persistent link: https://www.econbiz.de/10008906216
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Statistical properties of statistical ensembles of stock returns
Lillo, Fabrizio; Mantegna, Rosario N. - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 405-408
Persistent link: https://www.econbiz.de/10001522895
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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
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Experts' earning forecasts : bias, herding and gossamer information
Guedj, Olivier; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 8 (2005) 7, pp. 933-946
Persistent link: https://www.econbiz.de/10003206563
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Skew and implied leverage effect : smile dynamics revisited
Vargas, Vincent; Dao, Tung-Lam; Bouchaud, Jean-Philippe - In: International journal of theoretical and applied finance 18 (2015) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10011403762