From Brownian motion to operational risk: statistical physics and financial markets (Q1865443): Difference between revisions

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+Brownian Motion in the Stock Market
@@ Property / cites work: Brownian Motion in the Stock Market / rank @@
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Q2717138
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+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
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+THE GROWTH DYNAMICS OF GERMAN BUSINESS FIRMS
@@ Property / cites work: THE GROWTH DYNAMICS OF GERMAN BUSINESS FIRMS / rank @@
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+A simple general approach to inference about the tail of a distribution
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+Evidence of Markov properties of high frequency exchange rate data
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+Turbulence in financial markets: the surprising explanatory power of simple cascade models
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+Q4794126
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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+The Black-Scholes option pricing problem in mathematical  finance: generalization and extensions for a large class of stochastic processes
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+Q4380355
@@ Property / cites work: Q4380355 / rank @@
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+Publication:1865443