Article

Markose, S and Alentorn, A (2011) 'The generalized extreme value distribution, implied tail index, and option pricing.' Journal of Derivatives, 18 (3). 35 - 60. ISSN 1074-1240

Markose, S and Alentorn, A and Koesrindartoto, D and Allen, P and Blythe, P and Grosso, S (2007) 'A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design.' Journal of Economic Dynamics and Control, 31 (6). 2001 - 2032. ISSN 0165-1889

Book Section

Alentorn, A and Markose, SM (2008) 'Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR).' In: Kontoghiorghes, EJ and Rustem, B and Winker, P, (eds.) Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli. Springer, 47 - 71. ISBN 9783540779582