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- product of invariant random matrices 2022-08-01 Paper A First Course in Random Matrix Theory 2020-10-15 Paper Extreme value problems in random matrix theory and...10 bytes (16 words) - 10:36, 9 December 2023
- Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes 2019-01-15 Paper Transport in a disordered \(\nu=2/3\) fractional...10 bytes (16 words) - 06:12, 25 September 2023
- Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes 2019-01-15 Paper Friction law and hysteresis in granular materials...10 bytes (17 words) - 11:37, 24 September 2023
- subtle nature of ‘random’ price changes 2019-01-15 Paper A non-Gaussian option pricing model with skew 2019-01-15 Paper Option pricing and hedging with...10 bytes (19 words) - 08:54, 9 December 2023
- Paper Tests for changes under random censorship 1999-08-23 Paper Limit distributions of directionally reinforced random walks 1999-05-04 Paper Limit theorem...10 bytes (16 words) - 10:28, 8 December 2023
- to price impact 2006-03-08 Paper Dynamics of cross-correlations in the stock market 2003-05-21 Paper Random magnets and correlations of stock price fluctuations...10 bytes (16 words) - 10:37, 9 December 2023
- 2001-09-16 Paper Testing for changes in multivariate dependent observations with an application to temperature changes 2001-06-17 Paper https://portal...10 bytes (18 words) - 12:19, 28 January 2024
- portfolio theory changes when assets are technologies following experience curves 2019-03-27 Paper What really causes large price changes? 2019-01-15 Paper...10 bytes (17 words) - 08:54, 9 December 2023
- integral equations without probability 2001-06-13 Paper Modelling of stock price changes: a real analysis approach 2001-03-01 Paper Convergence of weighted partial...10 bytes (16 words) - 14:47, 7 December 2023
- 2019-03-06 Paper What really causes large price changes? 2019-01-15 Paper On the origin of power-law tails in price fluctuations 2019-01-15 Paper The power...10 bytes (19 words) - 00:33, 13 December 2023
- Continuous Time and Asset Pricing Implications 2007-11-29 Paper An Optimal IPO Mechanism 2003-02-25 Paper Nonlinear Pricing with Random Participation 2002-08-01...10 bytes (18 words) - 02:48, 11 December 2023
- networks 2010-11-06 Paper Studies of the limit order book around large price changes 2010-06-23 Paper The Epps effect revisited 2009-12-07 Paper Diffusive...10 bytes (17 words) - 08:54, 9 December 2023
- policy in a family production context 2013-06-25 Paper Price sensitive demand with random sales price – a newsboy problem 2013-03-13 Paper The EOQ model --...10 bytes (17 words) - 09:16, 9 December 2023
- increment of a random walk with regularly varying jumps: the boundary case 2021-11-11 Paper Asymptotic normality of sums of Hilbert space valued random elements...10 bytes (17 words) - 17:08, 11 December 2023
- importance sampling 2010-03-30 Paper Numerical solutions of asymmetric, first-price, independent private values auctions 2009-05-29 Paper Eigenvalue amplitudes...10 bytes (19 words) - 22:12, 10 December 2023
- Stability of random coefficient ARCH models and aggregation schemes 2014-03-07 Paper Asymptotics of random sums of negatively dependent random variables in...10 bytes (17 words) - 17:28, 8 December 2023
- Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation 2022-07-26 Paper The quotient of normal random variables and...10 bytes (17 words) - 02:12, 12 December 2023
- supply chain under price-dependent random demand 2019-02-22 Paper SPOTTED OWL PROTECTION, BOOMING HOUSING MARKET, AND LOG PRICE CHANGES IN THE PACIFIC NORTHWEST...10 bytes (16 words) - 13:10, 24 September 2023
- 1991-01-01 Paper The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1989-01-01 Paper Trends and random walks in macroeconomic time series 1988-01-01...10 bytes (17 words) - 01:07, 10 December 2023
- 1995-05-30 Paper A note on the simple random walk in the plane 1993-10-11 Paper The exact approximation order of the random maximum Of cumulative sums Of independent...10 bytes (18 words) - 20:09, 8 December 2023
