Publications by Gerig A.
| Year | Title | Reference | Author |
|---|---|---|---|
| 2013 | Simulating the Synchronising Behaviour of High-Frequency Trading in Multiple Markets |
Working Paper, University of Oxford |
Myers B., Gerig A. |
| 2013 | A Stochastic Feedback Model for Volatility |
arXiv:1306.4975 Link to publication |
Golan R., Gerig A. |
| 2012 | Non-Gaussian Price Dynamics and Implications for Option Pricing |
Derivatives Securities Pricing and Modelling, 94, 211-225, (2012) Link to publication |
Fuentes M. F., Gerig A., Vicente J. |
