Author of the publication

Return or stock price differences

, , and . Physica A: Statistical Mechanics and its Applications, 316 (1-4): 539--560 (Dec 15, 2002)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Option pricing and perfect hedging on correlated stocks, and . Physica A: Statistical Mechanics and its Applications, 330 (3-4): 622--652 (Dec 15, 2003)A comparison between several correlated stochastic volatility models, , and . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 134--137 (Dec 1, 2004)Mapping individual behavior in financial markets: synchronization and anticipation., , , and . EPJ Data Sci., 8 (1): 10:1-10:18 (2019)Citizen science for social physics: Digital tools and participation., , , and . CoRR, (2023)Hints for an extension of the early exercise premium formula for American options, , and . Physica A: Statistical Mechanics and its Applications, 355 (1): 152--157 (Sep 1, 2005)Downside Risk analysis applied to the Hedge Funds universe. Physica A: Statistical Mechanics and its Applications, 383 (2): 480--496 (Sep 15, 2007)Return or stock price differences, , and . Physica A: Statistical Mechanics and its Applications, 316 (1-4): 539--560 (Dec 15, 2002)Multiple time scales and the exponential Ornstein--Uhlenbeck stochastic volatility model, and . Quantitative Finance, 6 (5): 423--433 (2006)The CTRW in finance: Direct and inverse problems with some generalizations and extensions, , , and . Physica A: Statistical Mechanics and its Applications, 379 (1): 151--167 (Jun 1, 2007)Valuing the Future and Discounting in Random Environments: A Review., , , , and . Entropy, 24 (4): 496 (2022)