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Number of items: **11**.

Markose, Sheri M and Alentorn, Amadeo (2011) 'The Generalized Extreme Value Distribution, Implied Tail Index, and Option Pricing.' The Journal of Derivatives, 18 (3). pp. 35-60. ISSN 1074-1240

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.' Journal of Economic Dynamics and Control, 31 (6). pp. 2001-2032. ISSN 0165-1889

Alentorn, Amadeo and Markose, Sheri M (2008) 'Generalized Extreme Value Distribution and Extreme Economic Value at Risk (EE-VaR).' In: Kontoghiorghes, Erricos J and Rustem, Berç and Winker, Peter, (eds.) Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli. Springer, pp. 47-71. ISBN 9783540779582

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. Working Paper. University of Essex Department of Economics Discussion Papers.

Markose, Sheri M and Alentorn, Amadeo and Millard, Stephen and Yang, Jing (2011) Designing large value payment systems: An agent-based approach. Working Paper. University of Essex Department of Economics Discussion Papers.

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. Working Paper. University of Essex Department of Economics Discussion Papers.

Alentorn, Amadeo and Markose, Sheri M (2006) Removing Maturity Effects of Implied Risk Neutral Densities and Related Statistics. Working Paper. University of Essex Department of Economics Discussion Papers.

Yang, Jing and Markose, Sheri M and Alentorn, Amadeo (2005) Designing large value payment systems: an agent based approach. Working Paper. Society for Computational Economics, Computing in Economics and Finance 2005.

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 (2005) Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution. Working Paper. Society for Computational Economics, Computing in Economics and Finance 2005.

Markose, Sheri M and Alentorn, Amadeo and Krause, Andreas (2004) Dynamic Learning, Herding and Guru Effects in Networks. Working Paper. University of Essex Department of Economics Discussion Papers.