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Details about Amadeo Alentorn

E-mail:
Homepage:http://www.amadeo.name
Workplace:Centre For Computational Finance and Economic Agents (CCFEA), University of Essex, (more information at EDIRC)

Access statistics for papers by Amadeo Alentorn.

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

Short-id: pal144


Jump to Journal Articles

Working Papers

2008

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

2007

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

2006

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

2005

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

2004

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

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 Downloads
    See also Working Paper (2007)
  2. Network models and financial stability
    Journal of Economic Dynamics and Control, 2007, 31, (6), 2033-2060 Downloads View citations
    See also Working Paper (2008)
 
 
Page updated 2009-11-25