BibSonomy :: author  ::

bookmarks

publications

(57)

• Wealth condensation in a simple model of economy
  J.P. Bouchaud and M. M\'ezard Physica A: Statistical Mechanics and its Applications 282 536--545 (2000)
  to coupled distribution multiplicative processes, stochastic wealth by janlo and 2 other people on 2008-10-30 15:11:13
  | BibTeX  
• Of Songs and Men: a Model for Multiple Choice with Herding
  Christian Borghesi and Jean-Philippe Bouchaud arxiv.org/abs/physics/0606224 (2006)
  to ratings by janlo on 2008-10-30 15:11:13
  | BibTeX  
• Separation of time and length scales in spin glasses: Temperature as a microscope
  Jean P. Bouchaud and Vincent Dupuis and Jacques Hammann and Eric Vincent Phys. Rev. B 65 024439 (2002)
  to high-tc, htsct, spin-glasses-ageing-free-energy-magnetic-transitions-chaos, theory by jgl on 2008-06-25 19:30:29
  | URL | BibTeX  
• Theory of financial risk and derivative pricing : from statistical physics to risk management
  {Jean-Philippe} Bouchaud and {Marc} Potters (2003)
  to Derivat_<Wertpapier> Finanzcontrolling by fbw on 2008-05-29 13:01:59
  | URL | BibTeX  
• Multiple time scales in volatility and leverage correlations: a stochastic volatility model
  Josep Perell{\'O} and Jaume Masoliver and Jean-Philippe Bouchaud Applied Mathematical Finance 11 27--50 (2004)
  to imported by smicha on 2008-04-23 19:16:38
  | URL | BibTeX  
• Phenomenology of the interest rate curve
  Jean-Philippe Bouchaud and Nicolas Sagna and Rama Cont and Nicole El-Karoui and Marc Potters Applied Mathematical Finance 6 209--232 (1999)
  to imported by smicha on 2008-04-23 19:16:38
  | URL | BibTeX  
• Relation between bid--ask spread, impact and volatility in order-driven markets
  Matthieu Wyart and Jean-Philippe Bouchaud and Julien Kockelkoren and Marc Potters and Michele Vettorazzo Quantitative Finance 8 41--57 (2008)
  to imported by smicha on 2008-04-23 19:09:19
  | URL | BibTeX  
• The skewed multifractal random walk with applications to option smiles
  Beno{\^I}t Pochart and Jean-Philippe Bouchaud Quantitative Finance 2 303--314 (2002)
  to imported by smicha on 2008-04-23 19:09:19
  | URL | BibTeX  
• Option pricing and hedging with minimum local expected shortfall
  Benoit Pochart and Jean-Philippe Bouchaud Quantitative Finance 4 607--618 (2004)
  to imported by smicha on 2008-04-23 19:09:19
  | URL | BibTeX  
• Correlation structure of extreme stock returns
  P. Cizeau and M. Potters and J. P. Bouchaud Quantitative Finance 1 217--222 (2001)
  to imported by smicha on 2008-04-23 19:09:19
  | URL | BibTeX