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14 - Options in idealized markets
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5 - Scales in financial data
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References
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Frontmatter
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Contents
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15 - Options in real markets
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Preface
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Appendix B: Martingales
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4 - Lévy stochastic processes and limit theorems
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1 - Introduction
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2 - Efficient market hypothesis
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13 - Taxonomy of a stock portfolio
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8 - Stochastic models of price dynamics
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Introduction to Econophysics
- Correlations and Complexity in Finance
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Index
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3 - Random walk
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7 - Time correlation in financial time series
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6 - Stationarity and time correlation
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Dedication
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10 - ARCH and GARCH processes
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- 13 November 1999, pp 76-87
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