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~isPartOf:"The journal of computational finance"
~person:"Chiarella, Carl"
~person:"Marcellino, Massimiliano"
~person:"Nguyen, Duy"
~subject:"Estimation"
~subject:"Volatilität"
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Option pricing theory
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Chiarella, Carl
Marcellino, Massimiliano
Nguyen, Duy
Le Floc'h, Fabien
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Andersen, Leif B. G.
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The journal of computational finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Federal Reserve Bank of Cleveland working paper series
5
Discussion papers / CEPR
4
International journal of theoretical and applied finance
3
Journal of econometrics
3
Quantitative Finance Research Centre Research Paper
3
European journal of operational research : EJOR
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
2
The Oxford handbook of computational economics and finance
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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Annals of Finance, Forthcoming
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Annals of finance
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Applied Mathematics and Computation, Forthcoming
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Discussion paper
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Discussion paper / Centre for Economic Policy Research
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Energy economics
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Finance research letters
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Handbook of computational economics : volume 3
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Handbook of computational economics ; Volume 3
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Insurance / Mathematics & economics
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International journal of financial engineering
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Mathematics and financial economics
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Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
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Temi di discussione / Banca d'Italia
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University of Technology Sydney Quantitative Finance Research Centre Research Paper
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University of Technology Sydney Quantitative Finance Research Centre Working Paper
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The evaluation of American compound option prices under stochastic volatility and stochastic interest rates
Chiarella, Carl
;
Kang, Boda
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10010337816
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