Geodesic
An introduction to econophysics and quantitative finance
Rémy Chicheportiche1 ; Thibault Jaisson2 ; Iacopo Mastromatteo2 ; Vincent Vargas3
1 Chaire de Finance Quantitative, École Centrale Paris, 92290 Châtenay-Malabry.
2 Centre de Mathématiques Appliquées, CNRS, École Polytechnique, UMR 7641, 91128 Palaiseau.
3 ENS Ulm, DMA, 45 rue d’Ulm, 75005 Paris.
ESAIM. Proceedings, Tome 51 (2015), pp. 320-336.

Voir la notice de l'article provenant de la source EDP Sciences

This paper gives an account of the talks given by the authors at the 2014 MAS conference in Toulouse. These talks present recent research in the field of econophysics and quantitative finance.
DOI : 10.1051/proc/201551017

Rémy Chicheportiche 1 ; Thibault Jaisson 2 ; Iacopo Mastromatteo 2 ; Vincent Vargas 3

1 Chaire de Finance Quantitative, École Centrale Paris, 92290 Châtenay-Malabry.
2 Centre de Mathématiques Appliquées, CNRS, École Polytechnique, UMR 7641, 91128 Palaiseau.
3 ENS Ulm, DMA, 45 rue d’Ulm, 75005 Paris. 
@article{EP_2015_51_a17,
     author = {R\'emy Chicheportiche and Thibault Jaisson and Iacopo Mastromatteo and Vincent Vargas},
     title = {An introduction to econophysics and quantitative finance},
     journal = {ESAIM. Proceedings},
     pages = {320--336},
     publisher = {mathdoc},
     volume = {51},
     year = {2015},
     doi = {10.1051/proc/201551017},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201551017/}
}
TY  - JOUR
AU  - Rémy Chicheportiche
AU  - Thibault Jaisson
AU  - Iacopo Mastromatteo
AU  - Vincent Vargas
TI  - An introduction to econophysics and quantitative finance
JO  - ESAIM. Proceedings
PY  - 2015
SP  - 320
EP  - 336
VL  - 51
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.1051/proc/201551017/
DO  - 10.1051/proc/201551017
LA  - en
ID  - EP_2015_51_a17
ER  - 
%0 Journal Article
%A Rémy Chicheportiche
%A Thibault Jaisson
%A Iacopo Mastromatteo
%A Vincent Vargas
%T An introduction to econophysics and quantitative finance
%J ESAIM. Proceedings
%D 2015
%P 320-336
%V 51
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1051/proc/201551017/
%R 10.1051/proc/201551017
%G en
%F EP_2015_51_a17
Rémy Chicheportiche; Thibault Jaisson; Iacopo Mastromatteo; Vincent Vargas. An introduction to econophysics and quantitative finance. ESAIM. Proceedings, Tome 51 (2015), pp. 320-336. doi : 10.1051/proc/201551017. http://geodesic.mathdoc.fr/articles/10.1051/proc/201551017/

Cité par Sources :