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~person:"Chiarella, Carl"
~subject:"Derivat"
~subject:"Euler-Maruyama stochastic integral approximation"
~type_genre:"Konferenzbeitrag"
~type_genre:"Working Paper"
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Euler-Maruyama stochastic integral approximation
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Chiarella, Carl
Dungey, Mardi H.
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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
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2
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
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3
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2005
Persistent link: https://www.econbiz.de/10003194455
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