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~accessRights:"free"
~language:"eng"
~person:"Chiarella, Carl"
~person:"Kamihigashi, Takashi"
~subject:"Stochastic process"
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Stochastic process
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84
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82
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17
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16
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16
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16
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Chiarella, Carl
Kamihigashi, Takashi
McAleer, Michael
12
Alòs, Elisa
7
Mumtaz, Haroon
6
Härdle, Wolfgang
5
Platen, Eckhard
5
Sandal, Leif K.
5
Apesteguia, Jose
4
Asai, Manabu
4
Beaudry, Paul
4
Galizia, Dana
4
Nguyen, Hoang
4
Portier, Franck
4
Stachurski, John
4
Theodoridis, Konstantinos
4
Österholm, Pär
4
Creemers, Stefan
3
Gholami, Reza Azad
3
Hafner, Christian M.
3
Hayo, Bernd
3
Karlsson, Sune
3
León, Jorge A.
3
Linders, Daniël
3
Niehof, Britta
3
Podolskij, Mark
3
Post, Thierry
3
Sennewald, Ken
3
Ubøe, Jan
3
Veliyev, Bezirgen
3
Yu, Jun
3
Aase, Knut K.
2
Allen, David E.
2
Ashley, Richard A.
2
Ballester Oyarzun, Miguel A.
2
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2
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2
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
4
ANU working papers in economics and econometrics
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
1
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ECONIS (ZBW)
14
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1
Exact draws from the stationary distribution of entry-exit models
Kamihigashi, Takashi
;
Stachurski, John
-
2012
Persistent link: https://www.econbiz.de/10009631183
Saved in:
2
A generalization of Fatou's lemma for extended real-valued functions on o-finite measure spaces : with an application to infinite-horizon optimization in discrete time
Kamihigashi, Takashi
-
2016
-
Revised January 10, 2017
Persistent link: https://www.econbiz.de/10011613065
Saved in:
3
Continuous time model estimation
Chiarella, Carl
;
Gao, Shenhuai
-
2004
Persistent link: https://www.econbiz.de/10002610955
Saved in:
4
Exact sampling from the stationary distribution of entry-exit models
Kamihigashi, Takashi
;
Stachurski, John
-
2013
Persistent link: https://www.econbiz.de/10009715087
Saved in:
5
Stochastic stability in monotone economies
Kamihigashi, Takashi
;
Stachurski, John
-
2013
Persistent link: https://www.econbiz.de/10009715089
Saved in:
6
Exact draws from the stationary distribution of entry-exit models
Kamihigashi, Takashi
;
Stachurski, John
-
2012
Persistent link: https://www.econbiz.de/10009669648
Saved in:
7
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
8
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:
9
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
10
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
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