The following pages link to Marc Potters (Q212752):
Displaying 37 items.
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- (Q978860) (redirect page) (← links)
- Large dimension forecasting models and random singular value spectra (Q978861) (← links)
- Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (Q1591779) (← links)
- More statistical properties of order books and price impact (Q1873946) (← links)
- Strings attached. (Q2760406) (← links)
- On the top eigenvalue of heavy-tailed random matrices (Q2903622) (← links)
- Rotational Invariant Estimator for General Noisy Matrices (Q2976467) (← links)
- OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS (Q3022045) (← links)
- (Q3105281) (← links)
- Relation between bid–ask spread, impact and volatility in order-driven markets (Q3518387) (← links)
- Theory of Financial Risk and Derivative Pricing (Q3634880) (← links)
- (Q4218375) (← links)
- Mean-field equations for spin models with orthogonal interaction matrices (Q4335523) (← links)
- RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS (Q4521262) (← links)
- (Q4523525) (← links)
- (Q4524816) (← links)
- Phenomenology of the interest rate curve (Q4541578) (← links)
- Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes (Q4610223) (← links)
- Correlation structure of extreme stock returns (Q4646479) (← links)
- Statistical properties of stock order books: empirical results and models (Q4646786) (← links)
- Back to basics: historical option pricing revisited (Q4719404) (← links)
- Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices (Q5093851) (← links)
- A First Course in Random Matrix Theory (Q5126122) (← links)
- Theory of Financial Risk and Derivative Pricing (Q5192057) (← links)
- Two short pieces around the Wigner problem (Q5235179) (← links)
- Extreme value problems in random matrix theory and other disordered systems (Q5239380) (← links)
- (Q5359671) (← links)
- (Q5361361) (← links)
- Random walks, liquidity molasses and critical response in financial markets (Q5484636) (← links)
- More stylized facts of financial markets: leverage effect and downside correlations (Q5947865) (← links)
- Optimal cleaning for singular values of cross-covariance matrices (Q6103997) (← links)
- Instanton Approach to Large $N$ Harish-Chandra-Itzykson-Zuber Integrals (Q6250269) (← links)
- On a Generalisation of the Marcenko-Pastur Problem (Q6349151) (← links)
- Rank one HCIZ at high temperature: interpolating between classical and free convolutions (Q6357663) (← links)
- Spectral Initialization for High-Dimensional Phase Retrieval with Biased Spatial Directions (Q6527254) (← links)
- Distribution of the Diagonal Entries of the Resolvent of a Complex Ginibre Matrix (Q6755640) (← links)
