Pages that link to "Item:Q1577075"
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The following pages link to Elements for a theory of financial risks (Q1577075):
Displayed 50 items.
- Sharper asset ranking from total drawdown durations (Q103808) (← links)
- Computing the non-linear anomalous diffusion equation from first principles (Q552826) (← links)
- Portfolio theory of optimal isometric force production: variability predictions and nonequilibrium fluctuation-dissipation theorem (Q637817) (← links)
- Fractional Poisson process. II (Q813596) (← links)
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
- Kramers-Moyal expansion for stochastic differential equations with single and multiple delays: applications to financial physics and neurophysics (Q942660) (← links)
- Time-dependent solutions for stochastic systems with delays: perturbation theory and applications to financial physics (Q950967) (← links)
- Interacting gaps model, dynamics of order book, and stock-market fluctuations (Q978792) (← links)
- Roughness and finite size effect in the NYSE stock-price fluctuations (Q978842) (← links)
- Role of noise in a market model with stochastic volatility (Q978895) (← links)
- An empirical model of volatility of returns and option pricing (Q1409097) (← links)
- Option pricing and perfect hedging on correlated stocks (Q1414496) (← links)
- Social organization in the minority game model (Q1581550) (← links)
- Dynamical spin-glass-like behavior in an evolutionary game (Q1588875) (← links)
- Stock market dynamics (Q1611125) (← links)
- Option pricing from path integral for non-Gaussian fluctuations. Natural martingale and application to truncated Lèvy distributions (Q1611155) (← links)
- Roles of capital flow on the stability of a market system (Q1618608) (← links)
- The roles of mean residence time on herd behavior in a financial market (Q1619886) (← links)
- Price dynamics in an order-driven market with Bayesian learning (Q1723051) (← links)
- The returns and risks of investment portfolio in a financial market (Q1782838) (← links)
- Fractional-order modeling of neutron transport in a nuclear reactor (Q1792316) (← links)
- Price drops, fluctuations, and correlation in a multi-agent model of stock markets (Q1847458) (← links)
- Exact Hurst exponent and crossover behavior in a limit order market model (Q1847461) (← links)
- Return or stock price differences (Q1847473) (← links)
- An investigation of crash avoidance in a complex system (Q1847484) (← links)
- A master equation approach to option pricing (Q1855544) (← links)
- Functional correlation approach to operational risk in banking organizations (Q1867954) (← links)
- The extraction of macromodel and origin of long-ranged correlations (Q1874002) (← links)
- The time delay restraining the herd behavior with Bayesian approach (Q2150950) (← links)
- The connection between multiple prices of an option at a given time with single prices defined at different times: the concept of weak-value in quantum finance (Q2160107) (← links)
- Dynamic behaviors and measurements of financial market crash rate (Q2161805) (← links)
- The risks and returns of stock investment in a financial market (Q2284015) (← links)
- Optimal Hedging of American Options in Discrete Time (Q2917430) (← links)
- NONLIFE INSURANCE PRICING: STATISTICAL MECHANICS VIEWPOINT (Q3025085) (← links)
- Empirical distributions of stock returns: between the stretched exponential and the power law? (Q3375381) (← links)
- Price return autocorrelation and predictability in agent-based models of financial markets (Q3375401) (← links)
- HURST EXPONENTS IN FUTURES EXCHANGE MARKETS (Q3427085) (← links)
- STATISTICAL PROPERTIES OF ONLINE AUCTIONS (Q3430067) (← links)
- On a subjective approach to risk measurement (Q3437407) (← links)
- UNCERTAINTY IN THE FLUCTUATIONS OF THE PRICE OF STOCKS (Q3500224) (← links)
- FRACTIONAL MARKET MODEL AND ITS VERIFICATION ON THE WARSAW STOCK EXCHANGE (Q3521520) (← links)
- NON-GAUSSIAN STATISTICS OF OIL PRICING TIME-SERIES: A CASE STUDY (Q3573165) (← links)
- Detecting log-periodicity in a regime-switching model of stock returns (Q3605233) (← links)
- SERIAL CORRELATION, PERIODICITY AND SCALING OF EIGENMODES IN AN EMERGING MARKET (Q3606402) (← links)
- Extreme fluctuations in noisy task-completion landscapes on scale-free networks (Q3624817) (← links)
- Trading volume in models of financial derivatives (Q4541604) (← links)
- The skewed multifractal random walk with applications to option smiles (Q4646792) (← links)
- AN EMPIRICAL STUDY ON THE STATISTICAL PROPERTIES OF ROMANIAN EMERGING STOCK MARKET RASDAQ (Q4653569) (← links)
- TOWARDS A MULTIFRACTAL PARADIGM OF STOCHASTIC VOLATILITY? (Q4662048) (← links)
- LONG MEMORY IN STOCK TRADING (Q4662050) (← links)