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Members: 2176
Articles: 1'898'312
Articles rated: 2570

16 September 2019
 
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Search in 1'898'312 articles.


Results 1 to 20 of 154 for query "Finance cond-mat". (0.00 sec.)

[    1    2    3    4    5    8    ]   Next
1.
The US 2000-2003 Market Descent: Clarifications
D. Sornette; W.-X. Zhou;
30 Apr 2003   /  Quantitative Finance 3 (3), C39-C41 (2003)
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2.
Applications of physics to economics and finance: Money, income, wealth, and the stock market
Adrian A. Dragulescu;
15 Jul 2003
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3.
A Non-Gaussian Option Pricing Model with Skew
L. Borland; J.P. Bouchaud;
29 Feb 2004
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4.
Power-laws in economy and finance: some ideas from physics
Jean-Philippe Bouchaud;
7 Aug 2000
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5.
Correlation structure of extreme stock returns
Pierre Cizeau; Marc Potters; Jean-Philippe Bouchaud;
2 Jun 2000   /  Quantitative Finance 1 217-222 (2001)
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6.
Comment on recent claims by Sornette and Zhou
Anders Johansen;
7 Feb 2003
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7.
Scaling invariance in finance II: Path-dependent contingent claims
Jiri Hoogland; Dimitri Neumann;
13 Jul 1999
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8.
Path Coalescence in Spatially Correlated Random Walks
M. Wilkinson; B. Mehlig;
31 Mar 2003
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9.
Multi-dimensional Rational Bubbles and fat tails: application of stochastic regression equations to financial speculation
Y. Malevergne; D. Sornette;
24 Dec 2000   /  Quantitative Finance 1, 533541 (2001)
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10.
Theory of self-similar oscillatory finite-time singularities in Finance, Population and Rupture
D. Sornette; K. Ide;
4 Jun 2001   /  Int. J. Mod. Phys. C 14 (3), 267-275 (2002)
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11.
Self-Financing, Replicating Hedging Strategies, an incomplete thermodynamic analogy
Joesph L. McCauley;
14 Mar 2002
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12.
Gauge theory of Finance?
D. Sornette;
4 Apr 1998   /  Int. J. Mod. Phys. 9 (3), 505-508 (1998)
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13.
Quantum Mechanics, Path Integrals and Option Pricing: Reducing the Complexity of Finance
Belal E. Baaquie; Claudio Coriano; Marakani Srikant;
9 Aug 2002
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14.
Long term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development
T. Di Matteo; T. Aste; M. M. Dacorogna;
29 Mar 2004   /  Journal of Banking & Finance 29/4 (2005) 827-851
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15.
Multifractal fluctuations in finance
F. Schmitt; D. Schertzer; S. Lovejoy;
21 Feb 2001   /  Int. J. Theor. Appl. Fin., 3, 3 (2000), 361-364
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16.
The waiting-time distribution of LIFFE bond futures
Marco Raberto; Enrico Scalas; Rudolf Gorenflo; Francesco Mainardi;
28 Dec 2000
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17.
Optimal Investment Strategy for Risky Assets
Sergei Maslov; Yi-Cheng Zhang;
23 Dec 1997   /  International Journal of Theoretical and Applied Finance 1,377 (1998).
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18.
Statistical properties of stock order books: empirical results and models
J.-P. Bouchaud; M. Mezard; M. Potters;
25 Mar 2002   /  Quantitative Finance 2 251-256 (2002). DOI: 10.1088/1469-7688/2/4/301
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19.
Probability distribution of returns in the Heston model with stochastic volatility
Adrian A. Dragulescu; Victor M. Yakovenko;
4 Mar 2002   /  Quantitative Finance 2, 443 (2002)
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20.
An application of Malliavin Calculus to Finance
Arturo Kohatsu-Higa; Miquel Montero;
29 Nov 2001   /  Physica A 320 (2003) 548 -- 570
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21.
Significance of log-periodic precursors to financial crashes
D. Sornette; A. Johansen;
26 Jun 2001   /  Quantitative Finance 1 (4), 452-471 (2001)
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22.
Option Pricing and Hedging with Temporal Correlations
Lorenzo Cornalba; Jean-Philippe Bouchaud; Marc Potters;
29 Nov 2000   /  International Journal of Theoretical and Applied Finance 5 (3) (2002) 307-320
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23.
Comment on ``Turbulent cascades in foreign exchange markets''
Alain Arneodo; Jean-Philippe Bouchaud; Rama Cont; Jean-Francois Muzy; Marc Potters; Didier Sornette .;
17 Jul 1996
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24.
Nonextensive statistical mechanics and economics
Constantino Tsallis; Celia Anteneodo; Lisa Borland; Roberto Osorio;
16 Dec 2002   /  Physica A 324, 89 (2003).
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25.
Significance of log-periodic signatures in cumulative noise
Hans-Christian Graf v. Bothmer;
25 Feb 2003   /  Quantitative Finance, volume 3, issue 5, pages 370-375, 2003 DOI: 10.1088/1469-7688/3/5/303
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26.
Hedging The Risk In The Continuous Time Option Pricing Model With Stochastic Stock Volatility
D. F. Wang;
4 Jul 1998
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27.
Topology and Social Behaviour of Agents
O. Hudak;
31 Dec 2003
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28.
Random walks, liquidity molasses and critical response in financial markets
J.-P. Bouchaud; J. Kockelkoren; M. Potters;
9 Jun 2004
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29.
"Stiff" Field Theory of Interest Rates and Psychological Future Time
Belal Baaquie; Jean-Philippe Bouchaud;
29 Mar 2004
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30.
An out-of-equilibrium model of the distributions of wealth
Nicola Scafetta; Sergio Picozzi; Bruce J. West;
1 Mar 2004
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