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1. A Bayesian analysis of gain-loss asymmetry. (2021). Terenzi, Giulia ; di Iura, Andrea Giuseppe.
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2. A note on power-law cross-correlated processes. (2020). TRINIDAD-SEGOVIA, JUAN ; Casado, M P ; Fernandez-Martinez, M ; Sanchez-Granero, M A.
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3. Anomaly detection in Bitcoin market via price return analysis. (2019). Sun, Xiao-Qian ; Xu, LI ; Gao, Jin-Hua ; Shen, Hua-Wei ; Shi, Fa-Bin ; Cheng, Xue-Qi.
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4. Statistical properties of volume and calendar effects in prediction markets. (2019). Restocchi, Valerio ; McGroarty, Frank ; Gerding, Enrico.
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5. The stylized facts of prediction markets: Analysis of price changes. (2019). Restocchi, Valerio ; McGroarty, Frank ; Gerding, Enrico.
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6. Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading. (2019). Napoletano, Mauro ; Leal, Sandrine Jacob.
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7. Market Stability vs. Market Resilience: Regulatory Policies Experiments in an Agent-Based Model with Low- and High-Frequency Trading. (2017). Napoletano, Mauro ; Leal, Sandrine Jacob.
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8. The Problem of Calibrating an Agent-Based Model of High-Frequency Trading. (2017). Gebbie, Tim ; Platt, Donovan.
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9. Financial power laws: Empirical evidence, models, and mechanisms. (2016). Alfarano, Simone ; Lux, Thomas.
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10. Option overlay strategies. (2015). Sharaiha, Yazid M ; Madan, Dilip B.
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11. Stochastic volatility with heterogeneous time scales. (2015). Bormetti, G ; Delpini, D.
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12. Bank interlinkages and macroeconomic stability. (2014). Tedeschi, Gabriele ; Grilli, Ruggero ; Gallegati, Mauro.
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13. Stochastic Volatility with Heterogeneous Time Scales. (2013). Bormetti, Giacomo ; Delpini, Danilo.
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14. Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall. (2013). LEHALLE, Charles-Albert ; Labadie, Mauricio.
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15. Optimal starting times, stopping times and risk measures for algorithmic trading. (2012). LEHALLE, Charles-Albert ; Labadie, Mauricio.
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16. High-order short-time expansions for ATM option prices under the CGMY model. (2012). Gong, Ruoting ; Jos'e E. Figueroa-L'opez, ; Christian Houdr'e, .
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17. Heavy-tailed distributions in VaR calculations. (2010). Weron, Rafał ; Misiorek, Adam.
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18. Models for Heavy-tailed Asset Returns. (2010). Weron, Rafał ; Misiorek, Adam ; Borak, Szymon .
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19. Economic uncertainty and econophysics. (2009). Schinckus, Christophe.
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20. Critical comparison of several order-book models for stock-market fluctuations. (2008). Slanina, F..
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21. Tylers M-estimator, random matrix theory, and generalized elliptical distributions with applications to finance. (2007). Jaekel, Uwe ; Frahm, Gabriel.
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22. Interacting gaps model, dynamics of order book, and stock-market fluctuations. (2007). Svorenčík, Andrej ; Slanina, F. ; Svorenik, A..
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23. Long memory options: LM evidence and simulations. (2007). Los, Cornelis ; Jamdee, Sutthisit.
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24. Financial power laws: Empirical evidence, models, and mechanism. (2006). Lux, Thomas.
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25. Equilibrium asset pricing: with non-Gaussian factors and exponential utilities. (2006). Madan, Dilip B..
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26. Role of noise in a market model with stochastic volatility. (2006). Bonanno, G. ; Valenti, D. ; Spagnolo, B..
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27. Size matters: some stylized facts of the stock market revisited. (2006). Eisler, Z. ; Kertesz, J..
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28. Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets. (2006). McCauley, Joseph ; Bassler, Kevin E. ; Gunaratne, Gemunu H..
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29. Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER.
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30. A theory of fluctuations in stock prices. (2006). Bassler, Kevin E. ; McCauley, Joseph L. ; Timofeyev, Ilya ; Gunaratne, Gemunu H. ; Alejandro-Quiones, angel L. ; Torok, Andrew ; Field, Michael ; Nicol, Matthew.
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31. The Degree of Stability of Price Diffusion. (2005). Los, Cornelis.
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32. Nueva Evidencia Empírica sobre las Turbulencias Cambiarias de la Peseta Española. 1989-1998/New Evidence about Turbulences on the Spanish Peseta. 1989-1998s. (2005). Rodríguez, María Araceli ; RODRGUEZ, ARACELI M.
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33. A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility. (2005). Palestrini, Antonio ; giulioni, gianfranco ; Gaffeo, Edoardo ; Gallegati, Mauro ; Di Guilmi, Corrado ; Delli Gatti, Domenico.
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34. Computationally intensive Value at Risk calculations. (2004). Weron, Rafał.
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35. Conditional dynamics driving financial markets. (2004). Masoliver, Jaume ; Bogua, M..
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36. Russian and American put options under exponential phase-type Lévy models. (2004). Asmussen, Soren ; Pistorius, Martijn R. ; Avram, Florin.
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37. The American put and European options near expiry, under Levy processes. (2004). Levendorskii, Sergei.
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38. Intelligent minority game with genetic crossover strategies. (2003). Sysi-Aho, M. ; Kaski, K. ; Chakraborti, A..
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39. Empirical Distributions of Log-Returns: between the Stretched Exponential and the Power Law?. (2003). Malevergne, Yannick ; Pisarenko, V. F. ; Sornette, D..
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40. A microsimulation of traders activity in the stock market: the role of heterogeneity, agents interactions and trade frictions. (2002). Iori, Giulia.
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41. Scaling the volatility of credit spreads: Evidence from Australian dollar eurobonds. (2002). Batten, Jonathan ; Ellis, Craig.
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42. Price fluctuations from the order book perspective—empirical facts and a simple model. (2001). Maslov, Sergei ; Mills, Mark.
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43. Modelling Scale-Consistent VaR with the Truncated Lévy Flight. (2001). Wolff, Christian ; Lehnert, Thorsten.
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44. Capital Accumulation under Non-Gaussian Processes and the Marshallian Law. (2001). Boyarchenko, Svetlana.
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45. Power-laws in economics and finance: some ideas from physics. (2000). Bouchaud, Jean-Philippe.
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46. Elements for a theory of financial risks. (2000). Bouchaud, J.-Ph, .
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47. On the nature of the stock market: Simulations and experiments. (2000). Blok, Hendrik J..
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48. Stochastic relaxational dynamics applied to finance: towards non-equilibrium option pricing theory. (1999). Otto, Matthias.
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49. Modeling interest rate dynamics: an infinite-dimensional approach. (1999). Cont, Rama.
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50. Back to basics: historical option pricing revisited. (1998). Potters, Marc ; Bouchaud, Jean-Philippe.
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51. Crossover in the Cont–Bouchaud percolation model for market fluctuations11Present address: Center for Polymer Studies, Boston University, Boston, MA 02215, USA.. (1998). Penna, T. J. P., ; Stauffer, D..
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52. From turbulence to financial time series. (1998). Holdom, B.
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53. Herd behavior and aggregate fluctuations in financial markets. (1998). Cont, Rama ; Bouchaud, Jean-Philippe.
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54. From turbulence to financial time series. (1998). Holdom, B..
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55. Herd behavior and aggregate fluctuations in financial markets. (1997). Cont, Rama ; Bouchaud, Jean-Philippe.
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56. Herd behavior and aggregate fluctuations in financial markets. (1997). Cont, Rama ; Bouchaud, Jean-Philippe.
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57. Scaling and correlation in financial data. (1997). Cont, Rama.
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58. Financial markets as adaptative systems. (1996). Potters, Marc ; Cont, Rama ; Bouchaud, Jean-Philippe.
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