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~person:"Chiarella, Carl"
~subject:"Australia"
~subject:"Stochastic process"
~type_genre:"Non-commercial literature"
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Chiarella, Carl
McAleer, Michael
49
Koopman, Siem Jan
38
Phillips, Peter C. B.
30
Ferrari, Giorgio
29
Platen, Eckhard
29
Dixon, Peter B.
27
Shephard, Neil G.
23
Linton, Oliver
22
Gao, Jiti
21
Barndorff-Nielsen, Ole E.
20
Härdle, Wolfgang
20
Küchler, Uwe
20
Parmenter, Brian R.
20
Giesecke, James A. D.
18
Gil-Alaña, Luis A.
18
Kohlmann, Michael
18
Bos, Charles S.
17
Chan, Joshua
17
Yu, Jun
17
Martin, Gael M.
16
Kleijnen, Jack P. C.
15
Lucas, André
15
Mumtaz, Haroon
15
Whang, Yoon-jae
15
Adams, Philip D.
14
Creedy, John
14
Takahashi, Akihiko
14
Clark, Todd E.
13
Hafner, Christian M.
13
Lux, Thomas
13
Marcellino, Massimiliano
13
Podolskij, Mark
13
Riedel, Frank
13
Rimmer, Maureen T.
13
Allen, David E.
12
Asai, Manabu
12
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11
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11
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Discussion paper / Tinbergen Institute
2
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2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
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ECONIS (ZBW)
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1
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:
2
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
Saved in:
3
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:
4
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:
5
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
6
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:
7
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:
8
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:
9
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
10
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003857157
Saved in:
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