Enrico Scalas

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

110

CITATIONS

0

Scholarly Papers (3)

1.

A Parsimonious Model for Intraday European Option Pricing

Economics Discussion Paper No. 2012-14
Number of pages: 14 Posted: 20 Feb 2012
Enrico Scalas and Mauro Politi
affiliation not provided to SSRN and International Christian University
Downloads 53 (295,436)

Abstract:

Option pricing, high-frequency finance, high-frequency trading, computer trading, jump-diffusion models, pure-jump models, continuous time random walks, semi-Markov processes

2.

A Dynamic Probabilistic Version of the Aoki-Yoshikawa Sectoral Productivity Model

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 3, 2009-15
Number of pages: 12 Posted: 18 Dec 2010
Enrico Scalas and Ubaldo Garibaldi
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 17 (446,364)

Abstract:

Macroeconomics, Markov processes, Markov chains, stochastic models, statistical equilibrium in Economics

3.

A Note on Aoki-Yoshikawa Model

Economics Discussion Paper No. 2008-38
Number of pages: 12 Posted: 18 Dec 2010
Enrico Scalas and Ubaldo Garibaldi
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 16 (425,885)

Abstract:

Macroeconomics, Markov processes, Markov chains, stochastic models, statistical equilibrium in Economics