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Information about:
Paolo Pellizzari

Personal Details | Affiliation | Works
This is information that was supplied by Paolo Pellizzari in registering through RePEc. If you are Paolo Pellizzari , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Paolo
Middle Name:
Last Name: Pellizzari
Suffix:

RePEc Short-ID: ppe55

Email:
Homepage: http://www.dma.unive.it/~paolop
Postal Address: Department of Applied Mathematics Faculty of Economics Dorsoduro 3825/E 30123 VENICE ITALY
Phone: +39 041 2346924

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Paolo Pellizzari, 2008. "The Toll of Subrational Trading in an Agent Based Economy," Research Paper Series 217, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

  2. Marco LiCalzi & Paolo Pellizzari, 2007. "Which market protocols facilitate fair trading?," Working Papers 151, Department of Applied Mathematics, University of Venice. [Downloadable!]

  3. Paolo Pelizzari & Frank Westerhoff, 2007. "Some Effects of Transaction Taxes Under Different Microstructures," Research Paper Series 212, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

  4. Marco LiCalzi & Paolo Pellizzari, 2006. "The allocative effectiveness of market protocols under intelligent trading," Working Papers 134, Department of Applied Mathematics, University of Venice. [Downloadable!]

  5. Alberto Fogale & Paolo Pellizzari & Massimo Warglien, 2006. "Learning and equilibrium selection in a coordination game with heterogeneous agents," Working Papers 135, Department of Applied Mathematics, University of Venice. [Downloadable!]

  6. Marco LiCalzi & Paolo Pellizzari, 2005. "Breeds of risk-adjusted fundamentalist strategies in an order- driven market," Computational Economics 0506001, EconWPA. [Downloadable!]

  7. Marco LiCalzi & Paolo Pellizzari, 2005. "Simple market protocols for efficient risk sharing," Finance 0504019, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  8. Paolo Pellizzari & Arianna Dal Forno, 2005. "A comparison of different trading protocols in an agent-based market," Computational Economics 0511001, EconWPA. [Downloadable!]
    Other versions:

  9. Paolo Pellizzari, 2003. "Static Hedging of Multivariate Derivatives by Simulation," Finance 0311013, EconWPA, revised 04 Dec 2003. [Downloadable!]
    Published as:

  10. Marco LiCalzi & Paolo Pellizzari, 2002. "Fundamentalists Clashing over the Book: A Study of Order-Driven Stock Markets," Computational Economics 0207001, EconWPA, revised 04 Mar 2003. [Downloadable!]

  11. M. LiCalzi & P. Pellizzari, 2002. "Clashing Fundamentalists and the Dynamics of Price Formation," Computing in Economics and Finance 2002 95, Society for Computational Economics.

  12. Pizzi Claudio & Pellizzari Paolo, 2002. "Monte Carlo Pricing of American Options Using Nonparametric Regression," Finance 0207007, EconWPA, revised 04 Mar 2003. [Downloadable!]

  13. A. Gamba & P. Pellizzari, 1999. "Utility based pricing of contingent claims," Finance 9902003, EconWPA, revised 14 Oct 2002. [Downloadable!]

  14. P. Pellizzari, 1998. "Efficient Monte Carlo Pricing of Basket Options," Finance 9801001, EconWPA. [Downloadable!]

Articles

  1. LiCalzi, Marco & Pellizzari, Paolo, 2007. "Simple market protocols for efficient risk sharing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3568-3590, November. [Downloadable!] (restricted)
    Other versions:

  2. Pellizzari, P., 2005. "Static hedging of multivariate derivatives by simulation," European Journal of Operational Research, Elsevier, vol. 127(2), pages 507-519, October. [Downloadable!] (restricted)
    Other versions:

  3. Andrea Gam & Paolo Pellizzari, 2002. "Utility based pricing of contingent claims in incomplete markets," Applied Mathematical Finance, Taylor and Francis Journals, vol. 9(4), pages 241-260, December. [Downloadable!] (restricted)

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2006-08-12
  2. NEP-CBE: Cognitive & Behavioural Economics (2) 2006-05-20 2008-05-05
  3. NEP-CFN: Corporate Finance (1) 2003-11-30
  4. NEP-CMP: Computational Economics (8) 2003-11-30 2005-04-30 2005-06-14 2006-05-20 2006-11-18 2007-06-02 2008-02-23 2008-05-05 Author is listed
  5. NEP-DGE: Dynamic General Equilibrium (1) 2008-05-05
  6. NEP-EVO: Evolutionary Economics (1) 2006-05-20
  7. NEP-FIN: Finance (5) 2002-07-31 2003-11-30 2005-04-30 2006-05-20 2006-08-12 Author is listed
  8. NEP-FMK: Financial Markets (5) 2002-07-31 2005-06-14 2005-11-12 2006-05-20 2006-08-12 Author is listed
  9. NEP-GTH: Game Theory (1) 2006-05-20
  10. NEP-MIC: Microeconomics (1) 1999-02-15
  11. NEP-MST: Market Microstructure (5) 2006-08-12 2006-11-18 2007-06-02 2008-02-23 2008-05-05 Author is listed
  12. NEP-RMG: Risk Management (1) 2003-11-30
  13. NEP-UPT: Utility Models & Prospect Theory (1) 2008-05-05
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This page was last updated on 2008-5-16.

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