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subject:"Heston"
~isPartOf:"Physica A: Statistical Mechanics and its Applications"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Chiarella, Carl"
~subject:"Incomplete information"
~subject:"Stochastic volatility"
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Heston
Incomplete information
Stochastic volatility
Stochastische Volatilität
4
Option pricing theory
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Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
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Behavioural finance
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Capital market returns
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Futures exchange
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Kapitalmarktrendite
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Chiarella, Carl
Silva, A. Christian
3
Yakovenko, Victor M.
3
Kang, Boda
2
Platen, Eckhard
2
Rendek, Renata
2
Amaral, L.A.N.
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1
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Physica A: Statistical Mechanics and its Applications
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Handbook of computational economics : volume 3
1
International journal of theoretical and applied finance
1
Journal of Economic Dynamics and Control
1
Journal of economic dynamics & control
1
Research Paper Series / Finance Discipline Group, Business School
1
The journal of futures markets
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UNSW Business School Research Paper
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ECONIS (ZBW)
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The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Sklibosios Nikitopoulosa, …
-
2013
Persistent link: https://www.econbiz.de/10009789508
Saved in:
2
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
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3
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
4
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
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