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~person:"Chiarella, Carl"
~subject:"Markov-Kette"
~subject:"Theory"
~type:"book"
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Chiarella, Carl
Dijk, Herman K. van
27
Koopman, Siem Jan
27
Pesaran, M. Hashem
21
Joshi, Mark S.
15
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12
Robert, Christian P.
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Monetary policy and debt deflation : some computational experiments
Chiarella, Carl
;
Di Guilmi, Corrado
-
2013
Persistent link: https://www.econbiz.de/10009773709
Saved in:
2
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
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3
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
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4
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:
5
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
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