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gamma01 The Endogenous Dynamics of Markets:

来源: marketreflections 于 2011-08-19 15:48:29 [档案] [博客] [旧帖] [给我悄悄话] 阅读数 : (865 bytes)

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回答: gamma01 www.wilmott.com volatility process is exogenously speci 由 marketreflections 于 2011-08-18 17:57:49

http://www.ecb.int/events/conferences/html/cbc6/Session_3_presentation_paper_Bouchaud.pdf?242504b8922921384e558906bdbbd096

The Endogenous Dynamics of

Markets: Price Impact, Feedback

Loops and Instabilities

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