Mohammad Abdul Washad Emambocus

  1. Semiclosed Pricing Mechanism.

    Authors: Dr.Gurjeet Dhesi, Mohammad Abdul Washad Emambocus, Muhammad Bilal Shakeel
    Subjects: Trading and Market Microstructure
    Abstract

    This paper aims at designing the different important components of a
    semi-closed simulated stock market (pricing mechanism, stock allocation and
    news generation). The purpose is to understand the interactions of the
    different aspects within a 'semi-closed' system. The complexity and nature of
    the system led to the process of modifying the pricing mechanism which is
    viewed from a different angle to the classical Brownian Motion and the Random
    Walk model.

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