Report NEP-MST-2014-09-05This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.
The following items were announced in this report:
- Jiatu Cai & Masaaki Fukasawa, 2014. "Asymptotic replication with modified volatility under small transaction costs," Papers 1408.5677, arXiv.org.
- Erwan Quintin & Cyril Monnet, 2014. "A Theory of Blind Trading," 2014 Meeting Papers 283, Society for Economic Dynamics.
- Zhu Qianting & Wujing & Wangzheng, 2014. "Simulation of global carbon trading with agent-based modeling," EcoMod2014 6876, EcoMod.