From Brownian motion to operational risk: Statistical physics and financial markets
Year of publication: |
2003
|
---|---|
Authors: | Voit, Johannes |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 321.2003, 1, p. 286-299
|
Publisher: |
Elsevier |
Subject: | Brownian motion | Turbulence | Financial markets | DAX stock index | Option pricing | Credit default risk | Basel II capital accord | Operational risk |
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