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Bouchaud, Jean-Philippe
9
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4
Cont, Rama
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Risk : managing risk in the world's financial markets
6
Applied mathematical finance
2
Journal of economic behavior & organization : JEBO
2
Journal of economic dynamics & control
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Correlation, hierarchies, and networks in financial markets
Tumminello, Michele
;
Lillo, Fabrizio
;
Mantegna, Rosario N.
- In:
Journal of economic behavior & organization : JEBO
75
(
2010
)
1
,
pp. 40-59
Persistent link: https://www.econbiz.de/10008422861
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2
Cluster analysis for portfolio optimization
Tola, Vincenzo
;
Lillo, Fabrizio
;
Gallegati, Mauro
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 235-258
Persistent link: https://www.econbiz.de/10007896297
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3
The long memory of the efficient market
Lillo, Fabrizio
;
Farmer, J. Doyne
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
3
Persistent link: https://www.econbiz.de/10009949822
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4
Multiple time scales in volatility and leverage correlations: a stochastic volatility model
Perelló, Josep
;
Masoliver, Jaume
;
Bouchaud, Jean-Philippe
- In:
Applied mathematical finance
11
(
2004
)
1
,
pp. 27-50
Persistent link: https://www.econbiz.de/10008214798
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5
PAPERS - Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe
;
Sagna, Nicolas
;
Cont, Rama
; …
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 209
Persistent link: https://www.econbiz.de/10008218039
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6
Equity derivatives - Smile in the low moments
Bouchaud, Jean-Philippe
;
De Leo, Lorenzo
;
Vargas, Vincent
; …
- In:
Risk : managing risk in the world's financial markets
26
(
2013
)
7
,
pp. 56-59
Persistent link: https://www.econbiz.de/10010154137
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7
Self-referential behaviour, overreaction and conventions in financial markets
Wyart, Matthieu
;
Bouchaud, Jean-Philippe
- In:
Journal of economic behavior & organization : JEBO
63
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10007604779
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8
INTEREST RATES: STRINGS ATTACHED - Modelling interest rate movements as the "noisy" oscillations of an elastic string
Bouchaud, Jean-Philippe
;
Sagna, Nicolas
;
Cont, Rama
; …
- In:
Risk : managing risk in the world's financial markets
11
(
1998
)
7
,
pp. 56-59
Persistent link: https://www.econbiz.de/10007062253
Saved in:
9
INTEREST RATES: STRINGS ATTACHED - Modelling interest rate movements as the "noisy" oscillations of an elastic string
Bouchaud, Jean-Philippe
;
Sagna, Nicolas
;
Cont, Rama
; …
- In:
Risk : managing risk in the world's financial markets
11
(
1998
)
7
,
pp. 56-59
Persistent link: https://www.econbiz.de/10007062269
Saved in:
10
REAL WORLD OPTIONS - An option pricing framework which addresses the practical difficulties presented by the differences between the real world and Black-Scholes
Bouchaud, Jean-Philippe
;
Iori, Giulia
;
Sornette, Didier
- In:
Risk : managing risk in the world's financial markets
9
(
1996
)
3
,
pp. 61-66
Persistent link: https://www.econbiz.de/10007078485
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