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Wealth condensation in a simple model of economy
J.P. Bouchaud, and M. Mézard Physica A: Statistical Mechanics and its Applications 282(3-4):536--545 (2000)
to coupledmultiplicativestochasticprocesses wealthdistribution by janlo and 2 other users on Sep 18, 2009, 3:56 PM
BibTeX
Theory of financial risk and derivative pricing
Jean-Philippe Bouchaud, and Marc Potters Cambridge Univ. Press, Cambridge u.a., 2. ed edition, (2003)
to Derivat_<Wertpapier> Entscheidung_bei_Risiko Finance Financial_engineering Finanzcontrolling Finanzderivat Finanzierung Geld Inflation Investition Kapitalmarkt Kreditmarkt Optionspreistheorie Portfolio-Management Risikotheorie Risk_assessment Risk_management Theorie by fbw_hannover on Aug 21, 2009, 12:15 PM
URL | BibTeX
Of songs and men: a model for multiple choice with herding
Christian Borghesi, and Jean-Philippe Bouchaud Quality and Quantity 41(4):557--568 (August 2007)
to ratings by janlo on Jun 2, 2009, 3:38 PM
DOI | BibTeX
The unfortunate complexity of the economy
Jean-Philippe Bouchaud (2009)cite arxiv:0904.0805 .
to economy market by kurtjx on Apr 10, 2009, 1:50 PM
URL | BibTeX
Separation of time and length scales in spin glasses: Temperature as a microscope
Jean P. Bouchaud, Vincent Dupuis, Jacques Hammann, and Eric Vincent Phys. Rev. B 65(2):024439 (2002)
to high-tc, htsct, spin-glasses-ageing-free-energy-magnetic-transitions-chaos, theory by jgl on Jun 25, 2008, 7:30 PM
URL | BibTeX
Phenomenology of the interest rate curve
Jean-Philippe Bouchaud, Nicolas Sagna, Rama Cont, Nicole El-Karoui, and Marc Potters Applied Mathematical Finance 6(3):209--232 (1999)
to imported by smicha on Apr 23, 2008, 7:16 PM
URL | BibTeX
Multiple time scales in volatility and leverage correlations: a stochastic volatility model
Josep PerellÓ, Jaume Masoliver, and Jean-Philippe Bouchaud Applied Mathematical Finance 11(1):27--50 (2004)
to imported by smicha on Apr 23, 2008, 7:16 PM
URL | BibTeX
A non-Gaussian option pricing model with skew
Lisa Borland, and Jean-Philippe Bouchaud Quantitative Finance 7(6):703--703 (2007)
to imported by smicha on Apr 23, 2008, 7:09 PM
URL | BibTeX
A non-Gaussian option pricing model with skew
Lisa Borland, and Jean-Philippe Bouchaud Quantitative Finance 4(5):499--514 (2004)
to imported by smicha on Apr 23, 2008, 7:09 PM
URL | BibTeX
Fluctuations and response in financial markets: the subtle nature of `random' price changes
Jean-Philippe Bouchaud, Yuval Gefen, Marc Potters, and Matthieu Wyart Quantitative Finance 4(2):176--190 (2004)
to imported by smicha and 1 other user on Apr 23, 2008, 7:09 PM
URL | BibTeX
Random walks, liquidity molasses and critical response in financial markets
Jean-Philippe Bouchaud, Julien Kockelkoren, and Marc Potters Quantitative Finance 6(2):115--123 (2006)
to imported by smicha on Apr 23, 2008, 7:09 PM
URL | BibTeX
Statistical properties of stock order books: empirical results and models
Jean-Philippe Bouchaud, Marc MÉzard, and Marc Potters Quantitative Finance 2(4):251--256 (2002)
to imported by smicha and 1 other user on Apr 23, 2008, 7:09 PM
URL | BibTeX
Preface
J. P. Bouchaud Quantitative Finance 4(5):49--49 (2004)
to imported by smicha on Apr 23, 2008, 7:09 PM
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Power laws in economics and finance: some ideas from physics
J. P. Bouchaud Quantitative Finance 1(1):105--112 (2001)
to imported by smicha on Apr 23, 2008, 7:09 PM
URL | BibTeX
On a universal mechanism for long-range volatility correlations
J. P. Bouchaud, I. Giardina, and M. Mzard Quantitative Finance 1(2):212--216 (2001)
to imported by smicha on Apr 23, 2008, 7:09 PM
URL | BibTeX
Welcome to a non-Black-Scholes world
J. P. Bouchaud, and M. Potters Quantitative Finance 1(5):482--483 (2001)
to imported by smicha on Apr 23, 2008, 7:09 PM
URL | BibTeX
Correlation structure of extreme stock returns
P. Cizeau, M. Potters, and J. P. Bouchaud Quantitative Finance 1(2):217--222 (2001)
to imported by smicha on Apr 23, 2008, 7:09 PM
URL | BibTeX
Option pricing and hedging with minimum local expected shortfall
Benoit Pochart, and Jean-Philippe Bouchaud Quantitative Finance 4(5):607--618 (2004)
to imported by smicha on Apr 23, 2008, 7:09 PM
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The skewed multifractal random walk with applications to option smiles
BenoÎt Pochart, and Jean-Philippe Bouchaud Quantitative Finance 2(4):303--314 (2002)
to imported by smicha on Apr 23, 2008, 7:09 PM
URL | BibTeX
Relation between bid--ask spread, impact and volatility in order-driven markets
Matthieu Wyart, Jean-Philippe Bouchaud, Julien Kockelkoren, Marc Potters, and Michele Vettorazzo Quantitative Finance 8(1):41--57 (2008)
to imported by smicha on Apr 23, 2008, 7:09 PM
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