Correlation structure of extreme stock returns

E print: arXiv:cond-mat/0006034

Path dependent option pricing: the path integral partial averaging method

E print: arXiv:cond-mat/0005319

Hedging large risks reduces the transaction costs

E print: arXiv:cond-mat/0005148

Wealth condensation in a simple model of economy

E print: arXiv:cond-mat/0002374

Explaining the forward interest rate term structure

E-print: http://xxx.lpthe.jussieu.fr/abs/cond-mat/?9909396

Worst fluctuation method for fast value-at-risk estimates

E print: arXiv:cond-mat/9909245

An empirical investigation of the forward interest rate term structure

E print: arXiv:cond-mat/9907297

Apparent multifractality in financial time series

E print: arXiv:cond-mat/9906347

Random matrix theory and financial correlations

Published: International Journal of Theoretical and Applied Finance - Volume 03, Issue 03, July 2000

 

 

Noise Dressing of Financial Correlation Matrices

E print: arXiv:cond-mat/9810255

Back to basics: historical option pricing revisited

E print: arXiv:cond-mat/9808206

Elements for a theory of financial risks

E print: arXiv:cond-mat/9806101

Are financial crashes predictable?

E print: arXiv:cond-mat/9804111

A Langevin approach to stock market fluctuations and crashes

E print: arXiv:cond-mat/9801279

Taming large events: portfolio selection for strongly fluctuating assets

 

Rational Decisions, Random Matrices and Spin Glasses

E Print: arXiv:cond-mat/9801209

Herd behavior and aggregate fluctuations in financial markets

E print: arXiv:cond-mat/9712318

 

Phenomenology of the interest rate curve

E print: arXiv:cond-mat/9712164

Financial modeling and option theory with the truncated Lévy process

E print: arXiv:cond-mat/9710197

Missing information and asset allocation

E print: arXiv:cond-mat/9707042

 

Jean-Philippe Bouchaud, Marc Potters, Jean-Pierre Aguilar