Article (Scientific journals)
The price-volatility feedback rate: an implementable mathematical indicator of market stability
Barucci, Emilio; Malliavin, Paul; Mancino, Maria Elvira et al.
2003In Math. Finance, 13 (1), p. 17-35
Peer reviewed
 

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Disciplines :
Mathematics
Author, co-author :
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 ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Language :
English
Title :
The price-volatility feedback rate: an implementable mathematical indicator of market stability
Publication date :
2003
Journal title :
Math. Finance
ISSN :
0960-1627
Volume :
13
Issue :
1
Pages :
17-35
Peer reviewed :
Peer reviewed
Commentary :
Conference on Applications of Malliavin Calculus in Finance (Rocquencourt, 2001) 1968094 (2004d:91099)
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since 27 December 2013

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