Items where Division is "Faculty of Science and Health > Computer Science and Electronic Engineering, School of > Centre for Computational Finance and Economic Agents" and Year is 2011

Article

Guarin, Alexander and Liu, Xiaoquan and Ng, Wing Lon (2011) Enhancing credit default swap valuation with meshfree methods. European Journal of Operational Research, 214 (3). pp. 805-813. DOI https://doi.org/10.1016/j.ejor.2011.05.046

Velasco–Fuentes, Rafael and Ng, Wing Lon (2011) Nonlinearities in stochastic clocks: trades and volume as subordinators of electronic markets. Quantitative Finance, 11 (6). pp. 863-881. DOI https://doi.org/10.1080/14697680903555314

Conference or Workshop Item

de Faria, Luís Gonçalves and Phelps, Steve (2011) An investigation of the consequences of Basel III using an agent-based model. In: ICEC '11: 13th International Conference on Electronic Commerce, ? - ?.