Analysis of an Option Market Dynamics Based on a Heterogeneous Agent Model. - Saki Kawakubo; Kiyoshi Izumi; Shinobu Yoshimura (Intell. Syst. Account. Finance Manag., 2014)

How Does High Frequency Risk Hedge Activity Have an Affect on Underlying Market?: Analysis by Artificial Market Model. - Saki Kawakubo; Kiyoshi Izumi; Shinobu Yoshimura (J. Adv. Comput. Intell. Intell. Informatics, 2014)