The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (Q4409035): Difference between revisions

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+Emilio Basrucci
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+W2000732021
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+On measuring volatility of diffusion processes with high frequency data
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+Non perturbative construction of invariant measure through confinement by curvature
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+Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus
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+Market Volatility and Feedback Effects from Dynamic Hedging
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+Complete Models with Stochastic Volatility
@@ Property / cites work: Complete Models with Stochastic Volatility / rank @@
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+Fourier series method for measurement of multivariate volatilities
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+On Feedback Effects from Hedging Derivatives
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