Publications

Filtered Results: 68 found

Jun 2012
Journal
Non-Gaussian Price Dynamics and Implications for Options Pricing.
Austin Gerig, Migual A. Fuentes, Javier Vicente
Apr 2011
Video
Ian Goldin on Complexity Economics - INET Bretton Woods
Ian Goldin
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
Jan 2001
Paper
Toward Agent-Based Models for Investment
J. Doyne Farmer