2986 search results - page 5 / 598 » Generic market models |
MANSCI
2010
13 years 2 months ago
2010
We exploit the information in the options market to study the variations of return risk and market prices of different sources of risk during the rise and fall of the Nasdaq marke...
COMPLEX
2009
Springer
14 years 1 months ago
2009
Springer
This paper presents a stochastic multi-agent model of stock market. The market dynamics include switches between chartists and fundamentalists and switches in the prevailing opinio...
HICSS
2002
IEEE
14 years 9 days ago
2002
IEEE
We analyze alternative market designs for a multisettlement system for electricity in which the resolution of the transmission network model is increased as time approaches real-t...
ORL
2007
13 years 6 months ago
2007
We establish the existence results for the Allaz–Vila [B. Allaz, J.-L. Vila, Cournot competition, forward markets and efficiency, J. Econ. Theory 59 (1993) 1–16] forward mark...
JCIT
2010
13 years 2 months ago
2010
This paper uses the data of Japan's and Korea's exchange rates to discuss the model construction and their associations between Japan's and Korea's terms excha...