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Bouchaud, Jean-Philippe
9
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4
Cont, Rama
3
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3
el-Karoui, Nicole
2
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1
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Risk : managing risk in the world's financial markets
6
Applied mathematical finance
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1
Multiple time scales in volatility and leverage correlations: a stochastic volatility model
Perelló, Josep
;
Masoliver, Jaume
;
Bouchaud, Jean-Philippe
- In:
Applied mathematical finance
11
(
2004
)
1
,
pp. 27-50
Persistent link: https://www.econbiz.de/10008214798
Saved in:
2
PAPERS - Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe
;
Sagna, Nicolas
;
Cont, Rama
; …
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 209
Persistent link: https://www.econbiz.de/10008218039
Saved in:
3
Self-referential behaviour, overreaction and conventions in financial markets
Wyart, Matthieu
;
Bouchaud, Jean-Philippe
- In:
Journal of economic behavior & organization : JEBO
63
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10007604779
Saved in:
4
Equity derivatives - Smile in the low moments
Bouchaud, Jean-Philippe
;
De Leo, Lorenzo
;
Vargas, Vincent
; …
- In:
Risk : managing risk in the world's financial markets
26
(
2013
)
7
,
pp. 56-59
Persistent link: https://www.econbiz.de/10010154137
Saved in:
5
OPTION PRICING: HEDGE YOUR MONTE CARLO - A Monte Carlo-based variance reduction approach to pricing and hedging.
Potters, Marc
;
Bouchaud, Jean-Philippe
;
Sestovic, Dragan
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
3
,
pp. 133-138
Persistent link: https://www.econbiz.de/10007044892
Saved in:
6
INTEREST RATES: STRINGS ATTACHED - Modelling interest rate movements as the "noisy" oscillations of an elastic string
Bouchaud, Jean-Philippe
;
Sagna, Nicolas
;
Cont, Rama
; …
- In:
Risk : managing risk in the world's financial markets
11
(
1998
)
7
,
pp. 56-59
Persistent link: https://www.econbiz.de/10007062253
Saved in:
7
INTEREST RATES: STRINGS ATTACHED - Modelling interest rate movements as the "noisy" oscillations of an elastic string
Bouchaud, Jean-Philippe
;
Sagna, Nicolas
;
Cont, Rama
; …
- In:
Risk : managing risk in the world's financial markets
11
(
1998
)
7
,
pp. 56-59
Persistent link: https://www.econbiz.de/10007062269
Saved in:
8
REAL WORLD OPTIONS - An option pricing framework which addresses the practical difficulties presented by the differences between the real world and Black-Scholes
Bouchaud, Jean-Philippe
;
Iori, Giulia
;
Sornette, Didier
- In:
Risk : managing risk in the world's financial markets
9
(
1996
)
3
,
pp. 61-66
Persistent link: https://www.econbiz.de/10007078485
Saved in:
9
Liquidity risk - Impact-adjusted valuation and the criticality of leverage - Marking whole positions to the current clearing price as in mark-to-market accounting ignores the effec...
Bouchaud, Jean-Philippe
;
Caccioli, Fabio
;
Farmer, Doyne
- In:
Risk : managing risk in the world's financial markets
25
(
2012
)
12
,
pp. 74-77
Persistent link: https://www.econbiz.de/10010061835
Saved in:
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