Frederik Meudt

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Constructing analytically tractable ensembles of stochastic covariances with an application to financial data
Journal of Statistical Mechanics: Theory and Experiment
2020-08-11Paper
Equilibrium pricing in an order book environment: case study for a spin model
Physica A
2018-11-13Paper


Research outcomes over time


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