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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"eng"
~person:"Chiarella, Carl"
~subject:"Credit derivative"
~subject:"Yield curve"
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Chiarella, Carl
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
8
Research paper / Quantitative Finance Research Group, University of Technology Sydney
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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:
2
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
3
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:
4
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:
5
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
⁄School of Finance and
Economics
, University of Technology, Sydney, PO Box 123, Broadway, NSW 2007, Australia (carl …
Persistent link: https://www.econbiz.de/10003857131
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