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~language:"eng"
~person:"Chiarella, Carl"
~person:"Swanson, Eric T."
~subject:"Optionspreistheorie"
~subject:"Yield curve"
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Optionspreistheorie
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Chiarella, Carl
Swanson, Eric T.
Rudebusch, Glenn D.
17
Alòs, Elisa
10
Diebold, Francis X.
9
Krippner, Leo
8
Bhar, Ramaprasad
7
Caporale, Guglielmo Maria
7
Cerrato, Mario
7
Lahiri, Kajal
7
Andreasen, Martin Møller
6
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6
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5
Christensen, Jens H. E.
5
Linders, Daniël
5
Madlener, Reinhard
5
Sandmann, Klaus
5
Sundkvist, Kim
5
Thornton, Daniel L.
5
Tzavalis, Elias
5
Wu, Tao
5
Aase, Knut K.
4
Aksoy, Yunus
4
Belomestny, Denis
4
Bieta, Volker
4
Boileau, Martin
4
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4
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4
He, Zhiguo
4
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4
Khorrami, Paymon
4
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4
León, Jorge A.
4
Li, Canlin
4
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4
Papadimitriou, Theophilos
4
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4
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4
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
8
Working papers series / Federal Reserve Bank of San Francisco
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
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ECONIS (ZBW)
26
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1
Output and the term structure of interest rates : ways out of the jump-variable conundrum
Chiarella, Carl
;
Flaschel, Peter
;
Franke, Reiner
; …
-
2003
Persistent link: https://www.econbiz.de/10001761884
Saved in:
2
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:
3
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:
4
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:
5
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
6
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:
7
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:
8
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:
9
State variables and the affine nature of Markovian HJM term structure models
Chiarella, Carl
;
Kwon, Oh Kang
-
2001
Persistent link: https://www.econbiz.de/10001619298
Saved in:
10
Approximating Heath-Jarrow-Morton non-Markovian term structure of interest rate models with Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
2000
Persistent link: https://www.econbiz.de/10001730596
Saved in:
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