Details about Amadeo Alentorn

Access statistics for papers by Amadeo Alentorn.

Last updated 2009-02-12. Update your information in the RePEc Author Service.

Short-id: pal144

Working Papers

2008

1. Network models and financial stability
   Bank of England working papers, Bank of England
   See also Journal Article in Journal of Economic Dynamics and Control (2007)

2007

2. A smart market for passenger road transport (SMPRT) congestion: an application of computational mechanism design
   Economics Discussion Papers, University of Essex, Department of Economics
   See also Journal Article in Journal of Economic Dynamics and Control (2007)

2006

3. Removing Maturity Effects of Implied Risk Neutral Densities and Related Statistics
   Economics Discussion Papers, University of Essex, Department of Economics

2005

4. Designing large value payment systems: an agent based approach
   Computing in Economics and Finance 2005, Society for Computational Economics View citations
5. Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution
   Computing in Economics and Finance 2005, Society for Computational Economics
6. The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing
   Economics Discussion Papers, University of Essex, Department of Economics View citations

2004

7. Dynamic Learning, Herding and Guru Effects in Networks
   Economics Discussion Papers, University of Essex, Department of Economics

Journal Articles

2007

1. A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design
   Journal of Economic Dynamics and Control, 2007, 31, (6), 2001-2032
   See also Working Paper (2007)
2. Network models and financial stability
   Journal of Economic Dynamics and Control, 2007, 31, (6), 2033-2060 View citations
   See also Working Paper (2008)