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~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"fin"
~language:"slk"
~person:"Chiarella, Carl"
~person:"Ibraimi, Meriton"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
~type_genre:"Textbook"
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Chiarella, Carl
Ibraimi, Meriton
Dai, Min
5
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3
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3
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3
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3
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Journal of economic dynamics & control
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Volatility swaps and volatility options on discretely sampled realized variance
Lian, Guanghua
;
Chiarella, Carl
;
Kalev, Petko S.
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 239-262
Persistent link: https://www.econbiz.de/10010485855
Saved in:
2
Consistent modeling of S&P 500 and VIX derivatives : a remark on Lin and Chang's paper
Cheng, Jun
;
Ibraimi, Meriton
;
Leippold, Markus
;
Zhang, …
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 708-715
Persistent link: https://www.econbiz.de/10009554315
Saved in:
3
Rejoinder to a remark on Lin and Chang's paper "Consistent modeling of S&P 500 and VIX derivatives"
Lin, Yueh-neng
;
Chang, Chien-hung
- In:
Journal of economic dynamics & control
36
(
2012
)
5
,
pp. 716-718
Persistent link: https://www.econbiz.de/10009554307
Saved in:
4
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
Chiarella, Carl
;
Hassan, Nadima el
;
Kuczera, Adam
- In:
Journal of economic dynamics & control
23
(
1999
)
9/10
,
pp. 1387-1424
Persistent link: https://www.econbiz.de/10001415373
Saved in:
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