Access Statistics for Paolo Pellizzari

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of different trading protocols in an agent-based market 3 5 25 56 18 32 133 238
A comparison of different trading protocols in an agent-based market 0 1 17 86 4 14 90 286
Breeds of risk-adjusted fundamentalist strategies in an order- driven market 1 1 10 103 6 17 65 367
Clashing Fundamentalists and the Dynamics of Price Formation 0 0 0 0 2 5 10 96
Efficient Monte Carlo Pricing of Basket Options 26 115 521 3,333 45 203 926 6,768
Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets 1 1 12 210 4 11 65 710
Learning and equilibrium selection in a coordination game with heterogeneous agents 3 4 34 100 6 18 118 309
Monte Carlo Pricing of American Options Using Nonparametric Regression 9 28 168 1,665 28 86 435 3,558
Simple Market Protocols for Efficient Risk Sharing 0 4 15 67 7 19 99 299
Simple market protocols for efficient risk sharing 1 2 13 88 8 17 73 339
Some Effects of Transaction Taxes Under Different Microstructures 1 3 16 16 4 8 29 29
Static Hedging of Multivariate Derivatives by Simulation 5 28 129 612 11 51 242 1,197
The Toll of Subrational Trading in an Agent Based Economy 2 8 21 21 5 14 33 33
The allocative effectiveness of market protocols under intelligent trading 1 2 19 75 7 15 71 261
Utility based pricing of contingent claims 6 9 24 466 12 19 76 1,697
Which market protocols facilitate fair trading? 0 2 19 60 2 10 76 146
Zero-Intelligence Trading without Resampling 5 22 47 47 12 54 108 108
Total Working Papers 64 235 1,090 7,005 181 593 2,649 16,441


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of different trading protocols in an agent-based market 0 0 0 0 2 5 5 5
Simple market protocols for efficient risk sharing 0 1 6 6 4 10 47 47
Static hedging of multivariate derivatives by simulation 0 3 10 10 4 12 34 34
Utility based pricing of contingent claims in incomplete markets 3 4 11 42 4 6 23 161
Total Journal Articles 3 8 27 58 14 33 109 247


Statistics updated 2008-10-02