Physics – Condensed Matter – Statistical Mechanics
Scientist
Physics
Condensed Matter
Statistical Mechanics
Scientist
SPEC-Saclay, Science & Finance, Ecole Polytechnique
LPMA
CEA-Saclay and Science et Finance
CEA Saclay & CNRS Nice
Science & Finance
CEA Saclay and Science & Finance Research Group
Swiss Federal Institute of Technology, Lausanne
CNRS Nice, France and UCLA
A Langevin Approach to Stock Market Fluctuations and Crashes
Are Financial Crashes Predictable?
Beyond implied volatility
Change of variable formulas for non-anticipative functionals on path space
Comment on ``Turbulent cascades in foreign exchange markets''
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