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Scis0000002s Bouchaud [8 articles]

Recent papers posted to Scis0000002s library by the author Bouchaud. You can also see everyones Bouchaud.
  • The Student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy
    (3 Oct 2007)
    by Giulio Biroli, Jean-Philippe Bouchaud, Marc Potters
    posted to correlations ensembles by Scis0000002 on 2008-02-23 13:57:41 as ** along with 2 people ansobol RMT
  • The Dynamics of Financial Markets -- Mandelbrot's multifractal cascades, and beyond
    (12 Jan 2005)
    by Lisa Borland, Jean-Philippe Bouchaud, Jean-Francois Muzy, Gilles Zumbach
    posted to dynamics markets by Scis0000002 on 2008-01-11 00:51:40 as **
  • Statistical properties of stock order books: empirical results and models
    ArXiv Condensed Matter e-prints (March 2002)
    posted to order-books pricing by Scis0000002 on 2008-01-08 13:43:27 as **
  • Path integrals in fluctuating markets with a non-Gaussian option pricing model
    Vol. 5848 (May 2005), pp. 66-85.
    edited by D Abbott, JP Bouchaud, X Gabaix, JL Mccauley
    posted to nongaussianity options path-integrals pricing by Scis0000002 on 2007-12-31 00:23:06 as **
  • On a multi-timescale statistical feedback model for volatility fluctuations
    ArXiv Physics e-prints (July 2005)
    posted to volatility by Scis0000002 on 2007-12-20 00:35:00 as **
  • Power-law distributions in economics: a nonextensive statistical approach (Invited Paper)
    Vol. 5848 (May 2005), pp. 151-164.
    by Duarte SM Queiros, C Anteneodo, C Tsallis
    edited by D Abbott, JP Bouchaud, X Gabaix, JL Mccauley
    posted to distributions economics nonextensivity power-laws by Scis0000002 on 2007-12-19 23:25:28 as **
  • Risk analytics for hedge funds
    Vol. 5848 (May 2005), pp. 291-302.
    by A Pareek
    edited by D Abbott, JP Bouchaud, X Gabaix, JL Mccauley
    posted to hedge-funds by Scis0000002 on 2007-12-18 14:41:57 as **
  • A Non-Gaussian Option Pricing Model with Skew
    (26 Mar 2004)
    by L Borland, JP Bouchaud
    posted to nongaussian options pricing skewness by Scis0000002 on 2007-12-16 15:34:08 as **
  • Bemerkung: Sie können diese Seite wie folgt zitieren: http://www.citeulike.org/user/Scis0000002/author/Bouchaud

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