CFM)

Identifiers

No identifiers captured yet.

Papers (3)

1. Fluctuations and response in financial markets: the subtle nature of `random' price changes cond-mat.stat-mech · 2003 · author #2
2. The leverage effect in financial markets: retarded volatility and market panic cond-mat · 2001 · author #5
3. Option Pricing and Hedging with Temporal Correlations cond-mat · 2000 · author #7

Mentions

No mention provenance yet.

Frequent Coauthors

• 2) Andrew Matacz (2) 1 shared papers
• (2) CEA Saclay 1 shared papers
• (2) Science & Finance 1 shared papers
• 3) 1 shared papers
• (3) Science & Finance 1 shared papers
• Jean-Philippe Bouchaud (1 1 shared papers
• Jean-Philippe Bouchaud (2 1 shared papers
• Jean-Philippe Bouchaud (CEA 1 shared papers
• Lorenzo Cornalba (1) 1 shared papers
• Marc Potters (2) ((1) CEA Saclay 1 shared papers
• Marc Potters (3) ((1) ENS Paris 1 shared papers
• Marc Potters (CFM) 1 shared papers
• Matthieu Wyart (CEA) 1 shared papers
• Yuval Gefen (Weizmann) 1 shared papers