The performance of option-trading software agents: Initial results

Lecture Notes in Economics and Mathematical Systems

Volumn 599, Issue , 2007, Pages 113-125

  Baqueiro, Omar ^a   Van Der Hoek, Wiebe ^a   McBurney, Peter ^a  

^a UNIVERSITY OF LIVERPOOL   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 53749095451     PISSN: 00758442     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-540-73135-1_8     Document Type: Conference Paper

References (7)

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3. J.C. Cox, S.A. Ross, and M. Rubinstein. Option pricing: A simplified approach. Journal of Financial Economics, 7(3):229-263, 1979.
4. B. Espinosa, O.W. van der Hoek, and P. McBurney. Designing agents for derivatives markets, a preliminary framework. In P. Gmytrasiewicz and S. Parsons, editors, Game Theoretic and Decision Theoretic Agents, pages 1-14, 2005.
5. Foster and C. Kesselman. The Grid: Blueprint for a New Computing Infrastructure. Morgan-Kaufmann, 1999.
6. G.A. Holton. Defining risk. Financial Analysts Journal, 60:19-25, 2004.
7. R.G. Palmer and W.B. Arthur. Artificial economic life: a simple model of a stockmarket. Physica D, 75:264-274, 1994.