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Rama Cont

Rama Cont

French National Centre for Scientific Research - Paris / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4728703
Centre National de la Recherche Scientifique CNRS
person_outline Rama Cont's MOST POPULAR ARTICLES
1-) Financial modelling with jump processes Chapman & Hall / CRC Press, 2004
2-) Empirical properties of asset returns: stylized facts and statistical issues Quantitative Finance 1 (2), 223-236, 2001
3-) Herd behavior and aggregate fluctuations in financial markets Macroeconomic dynamics 4 (2), 170-196, 2000
4-) A finite difference scheme for option pricing in jump-diffusion and exponential Lévy models SIAM Journal of Numerical Analysis 43 (4), 1596-1626, 2005
5-) Network structure and systemic risk in banking systems Handbook on Systemic Risk, 327-368, 2013