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~language:"eng"
~language:"lit"
~person:"Chiarella, Carl"
~subject:"Schock"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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Schock
Volatility
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Volatilität
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12
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10
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Chiarella, Carl
McAleer, Michael
52
Gupta, Rangan
26
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
18
Chang, Chia-Lin
17
Zanetti, Francesco
17
Fernández-Villaverde, Jesús
16
Huber, Florian
16
Galí, Jordi
14
Johri, Alok
14
Theodoridis, Konstantinos
14
Gunn, Christopher M.
13
Weber, Enzo
13
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Pellegrino, Giovanni
12
Gillman, Max
11
Liu, Zheng
11
Spagnolo, Nicola
11
Tillmann, Peter
11
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10
Döpke, Jörg
10
Hayo, Bernd
10
Levchenko, Andrei A.
10
Caggiano, Giovanni
9
Castelnuovo, Efrem
9
Guo, Hui
9
Härdle, Wolfgang
9
Kejak, Michal
9
Pesaran, M. Hashem
9
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9
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9
Allen, David E.
8
Buch, Claudia M.
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Khan, Hashmat
8
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
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ECONIS (ZBW)
12
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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:
7
Learning in a generalized Dornbusch model of exchange rate dynamics
Chiarella, Carl
;
Khomin, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001476004
Saved in:
8
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
9
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
Persistent link: https://www.econbiz.de/10001376973
Saved in:
10
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
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