scientific article; zbMATH DE number 1550531
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Publication:4523525
zbMath0984.91046MaRDI QIDQ4523525
Marc Potters, Jean-Philippe Bouchaud
Publication date: 14 January 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
statistical physicsrisktransaction costsfinancial marketsfinancial time seriesderivative pricingoptimal hedgingrisk controloptimal portfoliosresidual risk
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)
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