Elements for a theory of financial risks

DOI10.1016/S0378-4371(00)00269-7zbMath1059.91508arXivcond-mat/9806101MaRDI QIDQ1577075

Publication date: 29 August 2000

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/9806101

zbMATH Keywords

statistical properties; scaling; statistical models; risk control; risk estimation; theoretical models; option pricing theory; Gaussian statistics; empirical price fluctuations; power law correlations; real market prices

Mathematics Subject Classification ID

91B70: Stochastic models in economics

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