Fluctuations of interface statistical physics models applied to a stock market model (Q924626): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Valuation and hedging of European contingent claims on power with spikes: a non-Markovian approach
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+Universal contingent claims in a general market environment and multiplicative measures: examples and applications
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+Modeling power forward prices for power with spikes: a non-Markovian approach
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+The statistical properties of the interfaces for the lattice Widom--Rowlinson model
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+SUPERCRITICAL ISING MODEL ON THE LATTICE FRACTAL — THE SIERPINSKI CARPET
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