Institut Henri Poincaré
- Enrico Capobianco, "High Frequency Stock
Returns Volatility: Feature Extraction and Pattern Recognition via
Wavelet Transforms", Technical University of Denmark
- C.F. Lo, C.H. Hui and P.H. Yuen, "Pricing
Barrier Options with Square Root Process", the Chinese
University of Hong Kong
- Francine Diener and Marc Diener, "Asymptotique
des oscillations du prix d'une option dans un modêle d'arbre",
Université de Sophia-Antipolis
- K. Buecker and D. Kelly-Lyth, "The Value of an
Asian Option as a Double Integral", Maple Partners and Barbican
Centre, London
- Emilio Barucci, Maria Elvira Mancino and Roberto
Reno, "Volatility Estimation via Fourier Analysis",
Università di Pisa, Università di Firenze, Scuola Normale
Superiore di Pisa
- Emmanuel Haven, "The use of a so called
'Information Wave Function' to model interaction between noise and
fundamental traders", University of Concordia
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