An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models Carl ChiarellaMark CraddockNadima El-Hassan OriginalPaper Pages: 113 - 138
A Potential-Field Approach to Financial Time Series Modelling S. BorovkovaH. DehlingH. Tulleken OriginalPaper Pages: 139 - 161
Different Phases in a Supermarket Chain Network: An Application of an Ising Model on Soap Froth Kwok Yip SzetoChiwah Kong OriginalPaper Pages: 163 - 172
Numerical Solutions to Some Optimal Control Problems Arising from Innovation Diffusion Luigi De CesareAndrea Di LiddoStefania Ragni OriginalPaper Pages: 173 - 186
Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market Christian de Peretti OriginalPaper Pages: 187 - 212
Asset Price Dynamics among Heterogeneous Interacting Agents Carl ChiarellaMauro GallegatiAntonio Palestrini OriginalPaper Pages: 213 - 223
Correcting for Omitted-Variable and Measurement-Error Bias in Autoregressive Model Estimation with Panel Data P. A.V. B. SwamyI-Lok ChangGeorge S. Tavlas OriginalPaper Pages: 225 - 253
Traders' Long-Run Wealth in an Artificial Financial Market Marco RabertoSilvano CincottiMichele Marchesi OriginalPaper Pages: 255 - 272
Using a Stochastic Complexity Measure to Check the Efficient Market Hypothesis Armin ShmiloviciYael Alon-BrimerShmuel Hauser OriginalPaper Pages: 273 - 284
A Simulation Framework for Heterogeneous Agents David MeyerAlexandros KaratzoglouKurt Hornik OriginalPaper Pages: 285 - 301
