| 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 |