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

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+Emilio Basrucci
@@ Property / author: Emilio Basrucci / rank @@
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+W2000732021
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@@ Property / cites work @@
+On measuring volatility of diffusion processes with high frequency data
+Normal rank
@@ Property / cites work @@
+Non perturbative construction of invariant measure through confinement by curvature
+Normal rank
@@ Property / cites work @@
+Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus
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@@ Property / cites work @@
+Market Volatility and Feedback Effects from Dynamic Hedging
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@@ Property / cites work @@
+Complete Models with Stochastic Volatility
@@ Property / cites work: Complete Models with Stochastic Volatility / rank @@
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@@ Property / cites work @@
+Fourier series method for measurement of multivariate volatilities
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@@ Property / cites work @@
+On Feedback Effects from Hedging Derivatives
@@ Property / cites work: On Feedback Effects from Hedging Derivatives / rank @@
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@@ Property / DOI @@
+.1111/1467-9965.T01-1-00003
@@ Property / DOI: 10.1111/1467-9965.T01-1-00003 / rank @@
+Normal rank