Fixed link


Web site: "Financial Mathematics Seminar Bookshelf" [URL]

posted by editor's pictureeditor, 01 June 1999

Book: "Theory of Financial Risk" [URL]

posted by editor's pictureeditor, 01 June 1999

Web site: "Traffic" [URL]

posted by editor's pictureeditor, 01 June 1999



How sensitive are equilibrium pricing models to real-world distortions?

Harbir Lamba

posted by hlamba's picturehlamba, 05 October 2010

pdf other (370 views, 342 download, 0 comments)

Generalized Hirsch h-index for disclosing latent facts in citation networks

Antonis Sidiropoulos

posted by Anonymous's pictureAnonymous, 04 October 2010

pdf (747 views, 674 download, 0 comments)

Modeling the non-Markovian, non-stationary scaling dynamics of financial markets

Fulvio Baldovin, Dario Bovina, Francesco Camana, Attilio L. Stella

posted by Anonymous's pictureAnonymous, 08 September 2010

pdf ps other (375 views, 496 download, 0 comments)

A Random Matrix Approach to VARMA Processes

Zdzisław Burda, Andrzej Jarosz, Maciej A. Nowak, Małgorzata Snarska

posted by snarska's picturesnarska, 03 September 2010

pdf ps other (378 views, 559 download, 0 comments)

Statistical and Multifractal Properties of the Time Series Generated by a Modified Minority Game

Yu.A.Kuperin, M.M.Morozova

posted by kuperin's picturekuperin, 26 August 2010

pdf (395 views, 246 download, 0 comments)

Canonical Representation of Option Prices and Greeks with Implications for Market Timing

Godfrey Cadogan

posted by gocadog's picturegocadog, 24 July 2010

other (486 views, 199 download, 0 comments)

On the energy content of a money unit

Bernard C. Beaudreau, Vladimir N. Pokrovskii

posted by Anonymous's pictureAnonymous, 14 July 2010

pdf (432 views, 171 download, 0 comments)

Entropy and Economic Growth Relationship

Önder Coskun

posted by ondercsn's pictureondercsn, 28 June 2010

pdf (657 views, 257 download, 0 comments)

Fairness Is an Emergent Self-Organized Property of the Free Market for Labor

Venkat Venkatasubramanian

posted by Anonymous's pictureAnonymous, 16 June 2010

other (337 views, 184 download, 0 comments)

An empirical study of the tails of mutual fund size

Yonathan Schwarzkopf, J. Doyne Farmer

posted by yonyoni's pictureyonyoni, 28 May 2010

pdf ps other (446 views, 533 download, 0 comments)



Subscribe to EconoPhysics Papers