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~isPartOf:"International journal of theoretical and applied finance"
~person:"Chiarella, Carl"
~person:"Marcellino, Massimiliano"
~person:"Nguyen, Duy"
~subject:"Estimation"
~subject:"Volatilität"
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Chiarella, Carl
Marcellino, Massimiliano
Nguyen, Duy
Takahashi, Akihiko
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International journal of theoretical and applied finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Federal Reserve Bank of Cleveland working paper series
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Quantitative Finance Research Centre Research Paper
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Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
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Integral representations of probability density of stochastic volatility models and timer options
Cui, Zhenyu
;
Kirkby, J. Lars
;
Lian, Guanghua
;
Nguyen, Duy
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011787421
Saved in:
2
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:
3
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
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