Pages that link to "Item:Q5192057"
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The following pages link to Theory of Financial Risk and Derivative Pricing (Q5192057):
Displayed 50 items.
- Excess covariance and dynamic instability in a multi-asset model (Q310954) (← links)
- Empirical analysis of structural change in credit default swap volatility (Q336123) (← links)
- The phase diagram of a directed polymer in random media with \(p\)-spin ferromagnetic interactions (Q377547) (← links)
- The bounds of heavy-tailed return distributions in evolving complex networks (Q469745) (← links)
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Accounting for risk of non linear portfolios. A novel Fourier approach (Q614629) (← links)
- A model for the dynamic behavior of financial assets affected by news: the case of Tohoku-Kanto earthquake (Q691938) (← links)
- Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices (Q829354) (← links)
- Continuous cascade models for asset returns (Q844574) (← links)
- Cluster analysis for portfolio optimization (Q844576) (← links)
- Quantifying and understanding the economics of large financial movements (Q844583) (← links)
- Boltzmann-Gibbs distribution of fortune and broken time reversible symmetry in econodynamics (Q868055) (← links)
- Extending the volatility concept to point processes (Q928893) (← links)
- Minimal agent based model for financial markets. I (Q977859) (← links)
- Minimal agent based model for financial markets. II (Q977860) (← links)
- Volatility return intervals analysis of the Japanese market (Q978689) (← links)
- Cluster structure of EU-15 countries derived from the correlation matrix analysis of macroeconomic index fluctuations (Q978800) (← links)
- Statistical regularities in the return intervals of volatility (Q978840) (← links)
- Energy price risk management (Q1577084) (← links)
- Optimal allocation of trend following strategies (Q1618529) (← links)
- Multiple commodities in statistical microeconomics: model and market (Q1619929) (← links)
- Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models (Q1620525) (← links)
- Between complexity of modelling and modelling of complexity: an essay on econophysics (Q1673111) (← links)
- Simulation of Student-Lévy processes using series representations (Q1729303) (← links)
- Following a trend with an exponential moving average: analytical results for a Gaussian model (Q1782520) (← links)
- Modeling record-breaking stock prices (Q1782591) (← links)
- Systemic risk and causality dynamics of the world international shipping market (Q1783122) (← links)
- Evolutionary model of stock markets (Q1783194) (← links)
- Explaining the single factor bias of arbitrage pricing models in finite samples (Q1934712) (← links)
- Asymmetric information and quantization in financial economics (Q1935994) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- Modeling insurgent dynamics including heterogeneity (Q1953116) (← links)
- Multifractal analysis in a mixed asymptotic framework (Q1958499) (← links)
- Option pricing with discrete time jump processes (Q1994170) (← links)
- Modelling corporate bank accounts (Q2043118) (← links)
- Dynamics of the price behavior in stock markets: a statistical physics approach (Q2067455) (← links)
- Combination of transition probability distribution and stable Lorentz distribution in stock markets (Q2072272) (← links)
- First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method (Q2122262) (← links)
- Portfolio theory, information theory and Tsallis statistics (Q2137589) (← links)
- Multivariate cumulants in outlier detection for financial data analysis (Q2141847) (← links)
- Crash forecasting in the Korean stock market based on the log-periodic structure and pattern recognition (Q2148181) (← links)
- Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model (Q2148220) (← links)
- Exact probability distribution function for the volatility of cumulative production (Q2150153) (← links)
- Bonds with index-linked stochastic coupons in quantum finance (Q2150347) (← links)
- Superstatistics properties of \(q\)-deformed Morse potential in one dimension (Q2151079) (← links)
- Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump (Q2159662) (← links)
- Superstatistics with cut-off tails for financial time series (Q2160075) (← links)
- Fluctuation entropy and complexity of financial percolation model with random jump on gasket fractal lattice (Q2162568) (← links)
- New collectivity measures for financial covariances and correlations (Q2170574) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)