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Derivatives Trading: Physicists Favor Less Complex and Risky Theory

MAR 01, 1996
Jean‐Philippe Bouchaud
Didier Sornette

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Jean‐Philippe Bouchaud, Atomic Energy Commission‐Saclay Gif‐sur‐Yvette, France.

Didier Sornette, University of Nice, Nice, France and University of California, Los Angeles, Los Angeles, California.

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