The following pages link to (Q2717138):
Displaying 19 items.
- Accounting for risk of non linear portfolios. A novel Fourier approach (Q614629) (← links)
- An introduction to statistical finance (Q699524) (← links)
- Triangular arbitrage as an interaction among foreign exchange rates (Q1600262) (← links)
- Application of computational statistical physics to scale invariance and universality in economic phenomena (Q1613749) (← links)
- Roles of capital flow on the stability of a market system (Q1618608) (← links)
- Modeling record-breaking stock prices (Q1782591) (← links)
- The returns and risks of investment portfolio in a financial market (Q1782838) (← links)
- Random magnets and correlations of stock price fluctuations (Q1850397) (← links)
- Generalized entropy approach to stable Lévy distributions with financial application (Q1855539) (← links)
- Statistical physics and economic fluctuations: do outliers exist? (Q1856097) (← links)
- From Brownian motion to operational risk: statistical physics and financial markets (Q1865443) (← links)
- Volatility cluster and herding (Q1867949) (← links)
- Dynamics of cross-correlations in the stock market (Q1873967) (← links)
- Combination of transition probability distribution and stable Lorentz distribution in stock markets (Q2072272) (← links)
- Quantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity (Q2139324) (← links)
- Fisher information and equilibrium distributions in econophysics (Q2383373) (← links)
- Economic fluctuations and statistical physics: the puzzle of large fluctuations (Q2432363) (← links)
- Mixing of the Glauber dynamics for the ferromagnetic Potts model (Q3467578) (← links)
- Effective temperatures for single particle system under dichotomous noise (Q5006963) (← links)
