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~person:"Chiarella, Carl"
~person:"Koskela, Erkki"
~subject:"Erneuerbare Ressourcen"
~subject:"Renewable resources"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
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Erneuerbare Ressourcen
Renewable resources
Stochastic process
Stochastischer Prozess
33
Theorie
24
Theory
24
Option pricing theory
11
Optionspreistheorie
11
Volatility
10
Volatilität
10
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9
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Euler-Maruyama stochastic integral approximation
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Chiarella, Carl
Koskela, Erkki
McAleer, Michael
47
Koopman, Siem Jan
38
Ferrari, Giorgio
29
Phillips, Peter C. B.
29
Platen, Eckhard
29
Shephard, Neil G.
23
Linton, Oliver
22
Barndorff-Nielsen, Ole E.
20
Küchler, Uwe
20
Gao, Jiti
19
Gil-Alaña, Luis A.
18
Härdle, Wolfgang
18
Kohlmann, Michael
18
Bos, Charles S.
17
Chan, Joshua
17
Yu, Jun
17
Kleijnen, Jack P. C.
15
Lucas, André
15
Martin, Gael M.
15
Mumtaz, Haroon
15
Whang, Yoon-jae
15
Takahashi, Akihiko
14
Clark, Todd E.
13
Hafner, Christian M.
13
Lux, Thomas
13
Marcellino, Massimiliano
13
Podolskij, Mark
13
Riedel, Frank
13
Asai, Manabu
12
Föllmer, Hans
11
Sornette, Didier
11
Alvarez, Luis H. R.
10
Carriero, Andrea
10
Forbes, Catherine Scipione
10
Kilian, Lutz
10
Rodriguez, Gabriel
10
Scaillet, Olivier
10
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9
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Kansantaloustieteen Laitos <Helsinki>
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
CESifo working papers
4
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3
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2
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2
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1
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ECONIS (ZBW)
33
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1
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
2
Approximate hedging of options under jump-diffusion processes
Mina, Karl
;
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2013
Persistent link: https://www.econbiz.de/10010245506
Saved in:
3
Representation and numerical approximation of American option prices under Heston stochastic volatility dynamics
Adolfsson, Thomas
;
Chiarella, Carl
;
Ziogas, Andrew
; …
-
2013
Persistent link: https://www.econbiz.de/10009725619
Saved in:
4
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
Saved in:
5
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
To, Thuy-duong
-
2011
Persistent link: https://www.econbiz.de/10009564612
Saved in:
6
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
Saved in:
7
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
8
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
-
2011
Persistent link: https://www.econbiz.de/10009564623
Saved in:
9
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:
10
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:
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