2 papers
cs.MA2008
Complex Agent Networks explaining the HIV epidemic among homosexual men in Amsterdam
Shan Mei, P. M. A Sloot, Rick Quax +2
Simulating the evolution of the Human Immunodeficiency Virus (HIV) epidemic requires a detailed description of the population network, especially for small populations in which ind…
q-fin.PR2007★ 1 cited
Understanding the volatility smile of options markets through microsimulation
G. Qiu, D. Kandhai, P. M. A. Sloot
In this work, we aim to gain a better understanding of the volatility smile observed in options markets through microsimulation (MS). We adopt two types of active traders in our MS…