| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A data-centric approach to understanding the pricing of financial options
|
Healy, J.
|
|
2002
|
27 |
2 |
p. 219-227
|
artikel
|
| 2 |
Are EUR and GBP different words for the same currency?
|
Ivanova, K.
|
|
2002
|
27 |
2 |
p. 239-247
|
artikel
|
| 3 |
Efficient option pricing with path integral
|
Montagna, G.
|
|
2002
|
27 |
2 |
p. 249-255
|
artikel
|
| 4 |
Eigen analysis of the stability and degree of information content in correlation matrices constructed from property time series data
|
Cook, W.
|
|
2002
|
27 |
2 |
p. 189-195
|
artikel
|
| 5 |
Hammerstein system represention of financial volatility processes
|
Capobianco, E.
|
|
2002
|
27 |
2 |
p. 201-211
|
artikel
|
| 6 |
Herd formation and information transmission in a population: non-universal behaviour
|
Zheng, D.F.
|
|
2002
|
27 |
2 |
p. 213-218
|
artikel
|
| 7 |
Mechanistic approach to generalized technical analysis of share prices and stock market indices
|
Ausloos, M.
|
|
2002
|
27 |
2 |
p. 177-187
|
artikel
|
| 8 |
Noisy covariance matrices and portfolio optimization
|
Pafka, S.
|
|
2002
|
27 |
2 |
p. 277-280
|
artikel
|
| 9 |
Portfolio optimization with short-selling and spin-glass
|
Bongini, L.
|
|
2002
|
27 |
2 |
p. 263-272
|
artikel
|
| 10 |
Second-order moving average and scaling of stochastic time series
|
Alessio, E.
|
|
2002
|
27 |
2 |
p. 197-200
|
artikel
|
| 11 |
Stable power laws in variable economies; Lotka-Volterra implies Pareto-Zipf
|
Solomon, S.
|
|
2002
|
27 |
2 |
p. 257-261
|
artikel
|
| 12 |
Valuation and dynamic replication of contingent claims in the framework of the beliefs-preferences gauge symmetry
|
Kholodnyi, V.A.
|
|
2002
|
27 |
2 |
p. 229-238
|
artikel
|
| 13 |
Waiting time distributions in financial markets
|
Sabatelli, L.
|
|
2002
|
27 |
2 |
p. 273-275
|
artikel
|
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