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Continuous-time random-walk model for financial distributions.
Masoliver J, Montero M, Weiss GH. Masoliver J, et al. Phys Rev E Stat Nonlin Soft Matter Phys. 2003 Feb;67(2 Pt 1):021112. doi: 10.1103/PhysRevE.67.021112. Epub 2003 Feb 27. Phys Rev E Stat Nonlin Soft Matter Phys. 2003. PMID: 12636658 Free article.
Extreme times in financial markets.
Masoliver J, Montero M, Perelló J. Masoliver J, et al. Phys Rev E Stat Nonlin Soft Matter Phys. 2005 May;71(5 Pt 2):056130. doi: 10.1103/PhysRevE.71.056130. Epub 2005 May 31. Phys Rev E Stat Nonlin Soft Matter Phys. 2005. PMID: 16089625
Scaling and data collapse for the mean exit time of asset prices.
Montero M, Perelló J, Masoliver J, Lillo F, Miccichè S, Mantegna RN. Montero M, et al. Among authors: masoliver j. Phys Rev E Stat Nonlin Soft Matter Phys. 2005 Nov;72(5 Pt 2):056101. doi: 10.1103/PhysRevE.72.056101. Epub 2005 Nov 2. Phys Rev E Stat Nonlin Soft Matter Phys. 2005. PMID: 16383682
Nonindependent continuous-time random walks.
Montero M, Masoliver J. Montero M, et al. Among authors: masoliver j. Phys Rev E Stat Nonlin Soft Matter Phys. 2007 Dec;76(6 Pt 1):061115. doi: 10.1103/PhysRevE.76.061115. Epub 2007 Dec 13. Phys Rev E Stat Nonlin Soft Matter Phys. 2007. PMID: 18233822
Value of the future: Discounting in random environments.
Farmer JD, Geanakoplos J, Masoliver J, Montero M, Perelló J. Farmer JD, et al. Among authors: masoliver j. Phys Rev E Stat Nonlin Soft Matter Phys. 2015 May;91(5):052816. doi: 10.1103/PhysRevE.91.052816. Epub 2015 May 28. Phys Rev E Stat Nonlin Soft Matter Phys. 2015. PMID: 26066221 Free article.
62 results