Nick Constantinou

According to our database, Nick Constantinou authored at least 6 papers between 2011 and 2015.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2015

A path-independent approach to integrated variance under the CEV model.

Hengxu Wang, John G. O'Hara, Nick Constantinou

Math. Comput. Simul., 2015

2014

Learning is neither sufficient nor necessary: An agent-based model of long memory in financial markets.

Neil Rayner, Steve Phelps, Nick Constantinou

AI Commun., 2014

2013

Periodicities of Foreign Exchange Markets and the Directional Change Power Law.

Iacopo Giampaoli, Wing Lon Ng, Nick Constantinou

Intell. Syst. Account. Finance Manag., 2013

Risk-neutral valuation of power barrier options.

Siti Nur Iqmal Ibrahim, John G. O'Hara, Nick Constantinou

Appl. Math. Lett., 2013

2011

Testing Adaptive Expectations Models of a Continuous Double Auction Market against Empirical Facts.

Neil Rayner, Steve Phelps, Nick Constantinou

Proceedings of the Agent-Mediated Electronic Commerce. Designing Trading Strategies and Mechanisms for Electronic Markets, 2011

Learning is neither sufficient nor necessary: a dynamic agent-based model of long memory in financial markets.

Neil Rayner, Steve Phelps, Nick Constantinou

Proceedings of the 13th International Conference on Electronic Commerce, 2011