Search Results - Dupoyet, B

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  1. 1
    Replicating financial market dynamics with a simple self-organized critical lattice model

    Replicating financial market dynamics with a simple self-organized critical lattice model by Dupoyet, B., Fiebig, H.R., Musgrove, D.P.

    Published in Physica A
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  2. 2
    Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model

    Arbitrage-free self-organizing markets with GARCH properties: Generating them in the lab with a lattice model by Dupoyet, B., Fiebig, H.R., Musgrove, D.P.

    Published in Physica A
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  3. 3
    Gauge invariant lattice quantum field theory: Implications for statistical properties of high frequency financial markets

    Gauge invariant lattice quantum field theory: Implications for statistical properties of high frequency financial markets by Dupoyet, B., Fiebig, H.R., Musgrove, D.P.

    Published in Physica A
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  4. 4
    A behavioral explanation for the negative asymmetric return–volatility relation

    A behavioral explanation for the negative asymmetric return–volatility relation by Hibbert, Ann Marie, Daigler, Robert T., Dupoyet, Brice

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  5. 5
    Information content of cross-sectional option prices: A comparison of alternative currency option pricing models on the Japanese yen

    Information content of cross-sectional option prices: A comparison of alternative currency option pricing models on the Japanese yen by Dupoyet, Brice

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  6. 6
    The impact of fat tails on equilibrium rates of return and term premia

    The impact of fat tails on equilibrium rates of return and term premia by Bidarkota, Prasad V., Dupoyet, Brice V.

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  7. 7
    Asset pricing with incomplete information and fat tails

    Asset pricing with incomplete information and fat tails by Bidarkota, Prasad V., Dupoyet, Brice V., McCulloch, J. Huston

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  8. 8
    Replicating financial market dynamics with a simple self-organized critical lattice model

    Replicating financial market dynamics with a simple self-organized critical lattice model by Dupoyet, B, Fiebig, H R, Musgrove, D P

    Published in arXiv.org
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  9. 9
    Arbitrage-free Self-organizing Markets with GARCH Properties: Generating them in the Lab with a Lattice Model

    Arbitrage-free Self-organizing Markets with GARCH Properties: Generating them in the Lab with a Lattice Model by Dupoyet, B, Fiebig, H R, Musgrove, D P

    Published in arXiv.org
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