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~language:"eng"
~person:"Casson, Mark"
~person:"Chiarella, Carl"
~subject:"Volatility"
~type_genre:"Graue Literatur"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Volatility
Theorie
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16
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14
Zinsstruktur
14
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13
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Chaos theory
10
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10
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7
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Casson, Mark
Chiarella, Carl
McAleer, Michael
51
Caporale, Guglielmo Maria
20
Gupta, Rangan
20
Chang, Chia-Lin
17
Pierdzioch, Christian
16
Gannon, Gerard L.
12
Spagnolo, Nicola
12
Guo, Hui
9
Härdle, Wolfgang
9
Allen, David E.
8
Buch, Claudia M.
8
Diebold, Francis X.
8
Miller, Stephen M.
8
Mumtaz, Haroon
8
Weber, Enzo
8
Alòs, Elisa
7
Andersen, Torben
7
Asai, Manabu
7
Bollerslev, Tim
7
Fernández-Villaverde, Jesús
7
Hautsch, Nikolaus
7
Xu, Yongdeng
7
Yu, Jun
7
Yu, Yang
7
Zanetti, Francesco
7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Caporin, Massimiliano
6
Gil-Alaña, Luis A.
6
Laurent, Sébastien
6
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6
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6
Siklos, Pierre L.
6
Theodoridis, Konstantinos
6
Vespignani, Joaquin
6
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5
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5
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
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ECONIS (ZBW)
13
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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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