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Agnelli, Lorenzo
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2 results: page 1 of 1
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