Workgreen2006

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management

246 citations0/0 files storedJournal of the American Statistical Association

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

Abstract

(2006). Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management. Journal of the American Statistical Association: Vol. 101, No. 474, pp. 850-852.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 246 citations exist upstream.

Cited by

2011Approaching complexity by stochastic methods: From biological systems to turbulence 2012Web Search Queries Can Predict Stock Market Volumes 2012Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series 2011Ecology and economics 2009Heavy-Tailed Densities 2012The Interval Market Model in Mathematical Finance 2015Semi-Markov Model for Market Microstructure 2006A non-Gaussian approach to risk measures

Imported from OpenAlex (CC0) — nothing here is generated.