Publications

Filtered Results: 2 found

Jun 2012
Journal
Non-Gaussian Price Dynamics and Implications for Options Pricing.
Austin Gerig, Migual A. Fuentes, Javier Vicente
Dec 2009
Journal
Market Impact and Trading Profile of Hidden Orders in Stock Markets
Austin Gerig, Javier Vicente, Esteban Moro, Luis G. Moyano, J. Doyne Farmer, Gabriella Vaglica, Fabrizio Lillo, Rosario N. Mantegna