Multiple time scales in volatility and leverage correlation: A stochastic volatility model

E-print: http://arxiv.org/abs/cond-mat/0302095

Noise Dressing of Financial Correlation Matrices

E-print: http://arxiv.org/abs/cond-mat/9810255

Nonlinear price impact from linear models

Of Songs and Men: a Model for Multiple Choice with Herding

On a multi-timescale statistical feedback model for volatility fluctuations

E-print: https://arxiv.org/abs/physics/0507073

On growth-optimal tax rates and the issue of wealth inequalities

E-print: http://arxiv.org/abs/1508.00275v2

On the emergence of an 'intention field' for socially cohesive agents

E-print: http://arxiv.org/abs/1311.0810

On the overlaps between eigenvectors of correlated random matrices

E-print: http://arxiv.org/abs/1603.04364v1

Optimal cleaning for singular values of cross-covariance matrices

E-print: https://arxiv.org/abs/1901.05543

Optimal Time to Sell a Stock in Black-Scholes Model: Comment on 'Thou shall buy and hold'

Optimal Trading with Linear and (small) Non-Linear Costs

E-print: http://arxiv.org/abs/1511.07359v2

Optimal Trading with Linear Costs

Option pricing and hedging with minimum expected shortfall

E-print: http://arxiv.org/abs/cond-mat/0308570

Option pricing and hedging with temporal correlations

E-print: https://arxiv.org/abs/cond-mat/0011506

Option pricing in the presence of extreme fluctuations

Path dependent option pricing: the path integral partial averaging method

E-print: http://arxiv.org/abs/cond-mat/0005319

Phenomenology of the interest rate curve

E-print: http://arxiv.org/abs/cond-mat/9712164

Population dynamics in a random environment

Portfolio Construction Matters

E-print: https://arxiv.org/abs/1810.08384

Power-laws in economics and finance: some ideas from physics

E-print: http://arxiv.org/abs/cond-mat/0008103