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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Chiarella, Carl"
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Theorie
33
Theory
33
Option pricing theory
20
Optionspreistheorie
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Stochastic process
18
Stochastischer Prozess
18
Volatility
14
Volatilität
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Chiarella, Carl
Platen, Eckhard
70
He, Xue-zhong
35
Schlögl, Erik
15
Nikitopoulos, Christina Sklibosios
11
Dieci, Roberto
10
Hulley, Hardy
10
Kang, Boda
9
Shi, Lei
9
Li, Kai
8
Baldeaux, Jan
7
Ziogas, Andrew
7
Rendek, Renata
6
Thorp, Susan
6
Bruti-Liberati, Nicola
5
Cheng, Benjamin
4
Hsiao, Chih-ying
4
Kardaras, Constantinos
4
Satchell, Stephen
4
Alfeus, Mesias
3
Cheang, Gerald H. L.
3
Craddock, Mark
3
Di Guilmi, Corrado
3
Fergusson, Kevin
3
Gardini, Laura
3
Grasselli, Martino
3
Hassan, Nadima el
3
Heath, David C.
3
Hinz, Juri
3
Ignatieva, Ekaterina
3
Meyer, Gunter H.
3
Novikov, Alexander
3
Peskir, Goran
3
Semmler, Willi
3
Wei, Lijian
3
Zheng, Min
3
Aliyev, Nihad
2
Assefa, Samson
2
Brace, Alan
2
Breymann, Wolfgang
2
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Quantitative Finance Research Centre <Sydney>
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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
International journal of theoretical and applied finance
4
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
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
2
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
3
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
4
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
5
Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2009
Persistent link: https://www.econbiz.de/10003857279
Saved in:
6
A evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
-
2012
Persistent link: https://www.econbiz.de/10009626025
Saved in:
7
Heterogeneity, market mechanisms, and asset price dynamics
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
-
2008
Persistent link: https://www.econbiz.de/10003857135
Saved in:
8
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
Saved in:
9
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
10
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
-
2011
Persistent link: https://www.econbiz.de/10009564623
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