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~isPartOf:"International journal of the economics of business"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"aze"
~language:"eng"
~person:"Chiarella, Carl"
~person:"Görg, Holger"
~subject:"Volatility"
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Volatility
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8
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6
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Chiarella, Carl
Görg, Holger
Nikitopoulos, Christina Sklibosios
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Belghitar, Yacine
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Brace, Alan
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Cheang, Gerald
1
Chege Maina, Samuel
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Chewlow, Les
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Clark, Ephraim
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Gökalp, Gamze
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Kang, Boda
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Kattuman, Paul A.
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Kienitz, Jörg
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King, Boda
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International journal of the economics of business
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Journal of economic behavior & organization : JEBO
1
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ECONIS (ZBW)
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1
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:
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
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
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
5
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
6
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
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