Sebastien Valeyre

From MaRDI portal



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
Emergence of correlations between securities at short time scales
Physica A
2022-08-02Paper
The reactive volatility model
Quantitative Finance
2014-01-23Paper


Research outcomes over time


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