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Amadeo Alentorn

Personal Details

First Name:Amadeo
Middle Name:
Last Name:Alentorn
Suffix:
RePEc Short-ID:pal144
[This author has chosen not to make the email address public]

Affiliation

Centre For Computational Finance and Economic Agents (CCFEA)
University of Essex

Colchester, United Kingdom
http://www.essex.ac.uk/ccfea/

:

Wivenhoe Park, COLCHESTER. CO4 3SQ
RePEc:edi:ccessuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Nier, Erlend & Yang, Jing & Yorulmazer, Tanju & Alentorn, Amadeo, 2008. "Network models and financial stability," Bank of England working papers 346, Bank of England.
  2. Jing Yang & Sheri Markose & Amadeo Alentorn, 2005. "Designing large value payment systems: an agent based approach," Computing in Economics and Finance 2005 396, Society for Computational Economics.
  3. Sheri Markose & Amadeo Alentorn, 2005. "Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution," Computing in Economics and Finance 2005 397, Society for Computational Economics.
  4. Markose, Sheri M & Alentorn, Amadeo, 2005. "The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing," Economics Discussion Papers 3726, University of Essex, Department of Economics.

Articles

  1. Markose, Sheri & Alentorn, Amadeo & Koesrindartoto, Deddy & Allen, Peter & Blythe, Phil & Grosso, Sergio, 2007. "A smart market for passenger road transport (SMPRT) congestion: An application of computational mechanism design," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 2001-2032, June.
  2. Nier, Erlend & Yang, Jing & Yorulmazer, Tanju & Alentorn, Amadeo, 2007. "Network models and financial stability," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 2033-2060, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (2) 2005-11-19 2005-11-19
  2. NEP-BAN: Banking (1) 2008-09-20
  3. NEP-CMP: Computational Economics (1) 2005-11-19
  4. NEP-FMK: Financial Markets (1) 2005-11-19
  5. NEP-NET: Network Economics (1) 2008-09-20
  6. NEP-PBE: Public Economics (1) 2005-11-19
  7. NEP-RMG: Risk Management (1) 2008-09-20

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