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~isPartOf:"International journal of theoretical and applied finance"
~person:"Chiarella, Carl"
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Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Derivat
2
Derivative
2
Portfolio selection
2
Portfolio-Management
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Theorie
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Analysis
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Heath-Jarrow-Morton framework
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carry forward
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credit spreads; CDS rates
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defaultabe bond prices
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forward price curve
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hedge portfolios
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jump-diffusion
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make-up
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recombining pentanomial tree
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Chiarella, Carl
Elliott, Robert J.
12
Fabozzi, Frank J.
12
Levendorskij, Sergej Z.
12
Brigo, Damiano
11
Jeanblanc, Monique
11
Kwok, Yue-Kuen
11
Benth, Fred Espen
9
Korn, Ralf
9
Madan, Dilip B.
9
Račev, Svetlozar T.
9
Schoutens, Wim
9
Rutkowski, Marek
8
Gapeev, Pavel V.
7
Platen, Eckhard
7
Takahashi, Akihiko
7
Wilmott, Paul
7
Arai, Takuji
6
Avellaneda, Marco
6
Bielecki, Tomasz R.
6
Bouchaud, Jean-Philippe
6
Jaimungal, Sebastian
6
Konno, Hiroshi
6
Leung, Tim
6
Liu, Rui Hua
6
Pallavicini, Andrea
6
Wu, Lixin
6
Bojarčenko, Svetlana I.
5
Cartea, Álvaro
5
Ekström, Erik
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Hughston, Lane P.
5
Hui, Cho H.
5
Joshi, Mark S.
5
Lo, C. F.
5
Macrina, Andrea
5
Oosterlee, Cornelis W.
5
Siu, Tak Kuen
5
Aurell, Erik
4
Baviera, Roberto
4
Bernard, Carole
4
Biagini, Francesca
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International journal of theoretical and applied finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
51
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
37
Diskussionsarbeit
11
Journal of economic dynamics & control
11
Journal of economic behavior & organization : JEBO
6
Research paper / Quantitative Finance Research Group, University of Technology Sydney
6
Applied mathematical finance
5
Quantitative Finance Research Centre Research Paper
5
SpringerLink / Bücher
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Macroeconomic dynamics
4
Quantitative and empirical analysis of nonlinear dynamic macromodels
4
Routledge frontiers of political economy
4
The European journal of finance
4
U. of Technology, Sydney Finance and Economics Working Paper
4
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
Asia-Pacific financial markets
3
European journal of political economy
3
Contributions to economic analysis
2
Discussion paper / School of Economics, The University of New South Wales
2
Discussion paper / Tinbergen Institute
2
Dynamic Modeling and Econometrics in Economics and Finance
2
Dynamic modeling and econometrics in economics and finance
2
Economic complexity : non-linear dynamics, multi-agents economies, and learning ; [...selection of communications presented at the COMPLEXITY2000 workshop held in Aix en Provence, France, 4 - 6 May 2000]
2
Economics Discussion Paper
2
Forschungsberichte / Ludwig Boltzmann Institut zur Analyse Wirtschaftspolitischer Aktivitäten
2
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
2
International game theory review
2
Journal of macroeconomics
2
Keio economic studies
2
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
2
Optimization, dynamics, and economic analysis : essays in honor of Gustav Feichtinger
2
Quantitative Finance Research Centre Research Paper Number
2
The Oxford handbook of computational economics and finance
2
UTS Working Paper
2
University of Technology Sydney Quantitative Finance Research Centre Research Paper
2
[Diskussionsarbeiten der Fakultät für Wirtschaftswissenschaften der Universität Bielefeld
2
Advances in Pacific Basin financial markets
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
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1
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
2
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
3
The evaluation of American option prices under stochastic volatitlity and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 393-425
Persistent link: https://www.econbiz.de/10003867417
Saved in:
4
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
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