The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (Q4409035): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: On measuring volatility of diffusion processes with high frequency data / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Non perturbative construction of invariant measure through confinement by curvature / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Market Volatility and Feedback Effects from Dynamic Hedging / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Complete Models with Stochastic Volatility / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Fourier series method for measurement of multivariate volatilities / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On Feedback Effects from Hedging Derivatives / rank | |||
Normal rank |
Latest revision as of 17:07, 5 June 2024
scientific article; zbMATH DE number 1941971
Language | Label | Description | Also known as |
---|---|---|---|
English | The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability |
scientific article; zbMATH DE number 1941971 |
Statements
The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (English)
0 references
2003
0 references
market stability
0 references
liquidity
0 references
Greeks
0 references
moving frame
0 references
0 references