Exponential divergence estimates and heat kernel tail

Comptes Rendus Mathematique

Volumn 338, Issue 1, 2004, Pages 77-80

  Nualart, Eulalia ^a  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

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Indexed keywords

EID: 0742271955     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2003.11.015     Document Type: Article

References (1)

1. Barucci E. Malliavin P. Mancino M.E. Renò R. Thalmaier A. The price-volatility feedback rate: an implementable mathematical indicator of market stability Math. Finance 13 2003 17-35