An introduction to statistical finance (Q699524): Difference between revisions

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+PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE
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+Empirical properties of asset returns: stylized facts and statistical issues
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+From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
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+Long-Term Memory in Stock Market Prices
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+Q4702173
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+Q4509488
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+Correlation structure of extreme stock returns
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+Phenomenology of the interest rate curve
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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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+Approximating random variables by stochastic integrals
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+On Quadratic Cost Criteria for Option Hedging
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+Pricing Risky Options Simply
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+On Minimizing Risk in Incomplete Markets Option Pricing Models
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+An Explicit Formula for Option Pricing in Discrete Incomplete Markets
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+HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
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+Test of universal finite-size scaling in two-dimensional site percolation
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+Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
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+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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+Financial markets as nonlinear adaptive evolutionary systems
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+Proliferation assisted transport in a random environment
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+On a universal mechanism for long-range volatility correlations
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+From Minority Games to real markets
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