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bookmarks

publications

(13)

• Financial modelling with jump processes
  {Rama} Cont and {Peter} Tankov (2004)
  to Finanzmathematik Lévy-Prozess Sprungprozess Stochastisches_Modell by fbw on 2008-05-29 13:01:59
  | 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  
• Dynamics of implied volatility surfaces
  Rama Cont and Jos{\'E} da Fonseca Quantitative Finance 2 45--60 (2002)
  to imported by smicha on 2008-04-23 19:09:19
  | URL | BibTeX  
• Introduction to the special issue on volatility modelling
  Rama Cont and Marco Avellaneda Quantitative Finance 2 6--7 (2002)
  to imported by smicha on 2008-04-23 19:09:19
  | URL | BibTeX  
• Empirical properties of asset returns: stylized facts and statistical issues
  R. Cont Quantitative Finance 1 223--236 (2001)
  to imported by smicha and 1 other person on 2008-04-23 19:09:19
  | URL | BibTeX  
• Financial markets as adaptive ecosystems
  M. Potters and R. Cont and J. P. Bouchaud (1997)
  to juergen by idsia and 1 other person on 2008-03-11 14:52:34
  | BibTeX  
• Financial markets as adaptive ecosystems
  M. Potters and R. Cont and J. P. Bouchaud (1997)
  to juergen by schaul and 1 other person on 2008-02-26 11:58:58
  | BibTeX  
• Anticipatory Model of Musical Style Imitation Using Collaborative and Competitive Reinforcement Learning.
  Arshia Cont and Shlomo Dubnov and Gerard Assayag SAB ABiALS 285-306 (2006)
  to dblp by dblp on 2007-10-31 00:00:00
  | URL | BibTeX  
• Herd behaviour and aggregate fluctuations in financial markets
  R. Cont and J.-P. Bouchaud Macroeconomic Dynamics 4 170--196 (2000)
  to imported by gilles.daniel on 2007-06-26 15:08:05
  | BibTeX  
• Empirical properties of asset returns: stylized facts and statistical issues
  Rama Cont Quantitative Finance 1 223--236 (2001)
  to imported by gilles.daniel and 1 other person on 2007-06-26 15:08:05
  | BibTeX