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Items where Author is "Alentorn, Amadeo"

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Number of items: 8.

Markose, Sheri M and Peng, Yue and Alentorn, Amadeo (2012) 'Forecasting Extreme Volatility of FTSE-100 With Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices.'

Markose, Sheri M and Alentorn, Amadeo and Millard, Stephen and Yang, Jing (2011) Designing large value payment systems: An agent-based approach. [UNSPECIFIED]

Markose, Sheri M and Alentorn, Amadeo and Koesrindartoto, Deddy and Allen, Peter and Blythe, Phil and Grosso, Sergio (2007) A smart market for passenger road transport (SMPRT) congestion: an application of computational mechanism design. [UNSPECIFIED]

Alentorn, Amadeo and Markose, Sheri M (2006) Removing Maturity Effects of Implied Risk Neutral Densities and Related Statistics. [UNSPECIFIED]

Markose, Sheri M and Alentorn, Amadeo (2005) The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing. Working Paper. University of Essex Department of Economics Discussion Papers.

Markose, Sheri M and Alentorn, Amadeo and Krause, Andreas (2004) Dynamic Learning, Herding and Guru Effects in Networks. [UNSPECIFIED]

Yang, Jing and Markose, Sheri and Alentorn, Amadeo Designing large value payment systems: an agent based approach. [UNSPECIFIED]

Markose, Sheri and Alentorn, Amadeo Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution. [UNSPECIFIED]

This list was generated on Tue Mar 19 21:40:53 2019 GMT.