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RE S E A R C H PA P E R Q U A N T I T A T I V E F I N A N C E V O L U M E[removed]–369 INSTITUTE O F PHYSICS PUBLISHING quant.iop.org
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Document Date: 2011-02-08 15:02:15


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City

Cambridge / New York / Oxford / /

Company

Volatility Trading / IOP Publishing Ltd / MIT Press / Hommes C 2001 Financial / DtF / Let us / INSTITUTE O F PHYSICS PUBLISHING / /

Currency

USD / /

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Facility

New York Institute of Finance / University of Osnabrueck / /

IndustryTerm

inventory management / nonlinear adaptive evolutionary systems / market makers / /

Organization

Westerhoff Department of Economics / New York Institute of Finance / MIT / University of Osnabrueck / Mimeo Santa Fe Institute / /

Person

Frank H Westerhoff / Taylor / J. Econ / Allen / Q UANTITATIVE / /

Position

board member for helpful comments / Farmer / simple asset pricing model / analyst / General / dealer / Acknowledgments The author / /

Technology

simulation / /

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