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~person:"Chiarella, Carl"
~subject:"Black-Scholes model"
~subject:"Monetary policy"
~subject:"Monte Carlo simulation"
~subject:"Option pricing theory"
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Chiarella, Carl
McAleer, Michael
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Asai, Manabu
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Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
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2
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
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3
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
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