Marc Potters (1)

Identifiers

No identifiers captured yet.

Papers (5)

1. Hedged Monte-Carlo: low variance derivative pricing with objective probabilities cond-mat · 2000 · author #1
2. Correlation structure of extreme stock returns cond-mat.dis-nn · 2000 · author #2
3. Apparent multifractality in financial time series cond-mat · 1999 · author #3
4. Are Financial Crashes Predictable? cond-mat.stat-mech · 1998 · author #2
5. Financial markets as adaptative ecosystems cond-mat · 1996 · author #1

Mentions

No mention provenance yet.

Frequent Coauthors

• Jean-Philippe Bouchaud (1 4 shared papers
• 2) 3 shared papers
• 3) 2 shared papers
• CFM (2) CEA Saclay) 2 shared papers
• Rama Cont (1 2 shared papers
• 1) ((1) Science & Finance (2) CEA Saclay (3) Universite de Nice) 1 shared papers
• 2) ((1) Science & Finance 1 shared papers
• 4) ((1) Science & Finance (2) Polytechnique Lausanne (3) Capital Futures Management (4) CEA Saclay) 1 shared papers
• Dragan Sestovic (1) ((1) Science & Finance 1 shared papers
• Jean-Philippe Bouchaud (2 1 shared papers
• Jean-Pierre Aguilar (1 1 shared papers
• Laurent Laloux (1) 1 shared papers
• Martin Meyer ((1) Science & Finance (2) CEA Saclay) 1 shared papers
• Pierre Cizeau (1) 1 shared papers