Antonio Mele
4 published titles
Stochastic volatility in financial markets : crossing the bridge to continuous time
(Contributor)
1 edition
- ISBN: 0792378423
- Kluwer Academic Publishers
- 2000
- Details
General properties of rational stock-market fluctuations
1 edition
- London School of Economics, Financial Markets Group
- 2004
- Details
Macroeconomic determinants of stock-market returns, volatility and volatility risk-premia
(Contributor)
1 edition
- London School of Economics and Political Science, Financial Markets Group
- 2008
- Details
Ambiguity, information acquisition and price swings in asset markets
1 edition
- Financial Markets Group
- 2009
- Details