Reference : The price-volatility feedback rate: an implementable mathematical indicator of market...
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/13836
The price-volatility feedback rate: an implementable mathematical indicator of market stability
English
Barucci, Emilio [Università di Pisa > Dipartimento di Statistica e Matematica Applicata all'Economia]
Malliavin, Paul [Académie des Sciences > Institut de France]
Mancino, Maria Elvira [Università di Firenze > DIMAD]
Renò, Roberto [Università di Siena > Dipartimento di Economia Politica]
Thalmaier, Anton mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit]
2003
Math. Finance
13
1
17-35
Yes (verified by ORBilu)
International
0960-1627
Researchers ; Professionals
http://hdl.handle.net/10993/13836
10.1111/1467-9965.t01-1-00003
http://dx.doi.org/10.1111/1467-9965.t01-1-00003
Conference on Applications of Malliavin Calculus in Finance (Rocquencourt, 2001)
1968094 (2004d:91099)

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