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Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model

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Herding, trend chasing and market volatility

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A dynamic analysis of moving average rules

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An analysis of the effect of noise in a heterogeneous agent financial market model

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Learning, information processing and order submission in limit order markets

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Asset allocation with time series momentum and reversal

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Derivative Security Pricing : Techniques, Methods and Applications

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Part I The Fundamentals of Derivative Security Pricing -- 1 The Stock Option Problem -- 2 Stochastic Processes for Asset Price Modelling -- 3 An Initial Attempt at Pricing an Option -- 4 The Stochastic Differential Equation -- 5 Manipulating Stochastic Differential Equations and Stochastic...

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Machine learning and speed in high-frequency trading

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