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Market making with noise : the case of a specialist financial market with heterogeneous traders
Luciano, Elisa - In: Recent research in financial modelling, (pp. 135-145). 1993
Persistent link: https://www.econbiz.de/10001282576
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Institutionally heterogeneous agents in an imitative stock-market
Ferrari, Luigi - In: Recent research in financial modelling, (pp. 117-124). 1993
Persistent link: https://www.econbiz.de/10001282578
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Value at risk bounds for portfolios of non-normal returns
Luciano, Elisa; Marena, M. - In: New trends in banking management : with 42 tables, (pp. 207-222). 2002
Persistent link: https://www.econbiz.de/10001703811