//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied mathematical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Transformation of Heath-Jarrow...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Anlageverhalten
1
Australia
1
Australien
1
Behavioural finance
1
Derivat
1
Derivative
1
Estimation
1
Financial economics
1
Interest rate derivative
1
Japan
1
Kapitalmarkttheorie
1
Martingal
1
Martingale
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Schätzung
1
Speculation
1
Spekulation
1
Volatility
1
Volatilität
1
Zinsderivat
1
more ...
less ...
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Undetermined
5
Author
All
Chiarella, Carl
10
Ziogas, Andrew
3
Bhar, Ramaprasad
2
Schlögl, Erik
2
Cheang, Gerald
1
Cheang, Gerald H. L.
1
Dieci, Roberto
1
Gardini, Laura
1
Nikitopoulos, Christina Sklibosios
1
Sklibosios, Christina Nikitopoulos
1
more ...
less ...
Published in...
All
Applied mathematical finance
Research Paper Series / Finance Discipline Group, Business School
357
Working Paper Series / Finance Discipline Group, Business School
197
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
64
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
45
Journal of economic dynamics & control
24
Journal of economic behavior & organization : JEBO
19
PhD Thesis
18
U. of Technology, Sydney Finance and Economics Working Paper
16
Quantitative Finance Research Centre Research Paper
14
Diskussionsarbeit
12
Journal of Economic Behavior & Organization
11
Research paper / Quantitative Finance Research Group, University of Technology Sydney
11
Computational economics
10
Journal of Economic Dynamics and Control
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
The journal of futures markets
10
Computing in Economics and Finance 2002
9
Computational Economics
8
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
Asia-Pacific financial markets
7
Macroeconomic dynamics
7
UTS Working Paper
7
Discussion paper series
6
International journal of theoretical and applied finance
6
Studies in Nonlinear Dynamics & Econometrics
6
The European journal of finance
6
Applied Mathematical Finance
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Computing in Economics and Finance 2006
5
Quantitative Finance Research Centre Working Paper
5
Routledge frontiers of political economy
5
SpringerLink / Bücher
5
Computing in Economics and Finance 1997
4
Computing in Economics and Finance 2004
4
European Journal of Political Economy
4
Keio economic studies
4
Macroeconomic Dynamics
4
Quantitative Finance
4
Quantitative and empirical analysis of nonlinear dynamic macromodels
4
more ...
less ...
Source
All
ECONIS (ZBW)
5
OLC EcoSci
5
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
2
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Saved in:
3
American call options under jump-diffusion processes - a Fourier transform approach
Chiarella, Carl
;
Ziogas, Andrew
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 37-79
Persistent link: https://www.econbiz.de/10003847143
Saved in:
4
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 245-276
Persistent link: https://www.econbiz.de/10009381930
Saved in:
5
The dynamic interaction of speculation and diversification
Chiarella, Carl
;
Dieci, Roberto
;
Gardini, Laura
- In:
Applied mathematical finance
12
(
2005
)
1
,
pp. 17-52
Persistent link: https://www.econbiz.de/10002727055
Saved in:
6
American Call Options Under Jump-Diffusion Processes - A Fourier Transform Approach
Chiarella, Carl
;
Ziogas, Andrew
- In:
Applied mathematical finance
16
(
2009
)
1
,
pp. 37-80
Persistent link: https://www.econbiz.de/10008211950
Saved in:
7
Interest rate futures: Estimation of volatility parameters in an arbitrage-free framework page
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-200
Persistent link: https://www.econbiz.de/10008219546
Saved in:
8
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps
Chiarella, Carl
;
Sklibosios, Christina Nikitopoulos
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-400
Persistent link: https://www.econbiz.de/10008221447
Saved in:
9
American Call Options Under Jump-Diffusion Processes - A Fourier Transform Approach
Chiarella, Carl
;
Ziogas, Andrew
- In:
Applied mathematical finance
16
(
2009
)
1-2
,
pp. 37-80
Persistent link: https://www.econbiz.de/10008311801
Saved in:
10
Exchange Options Under Jump-Diffusion Dynamics
Cheang, Gerald
;
Chiarella, Carl
- In:
Applied mathematical finance
18
(
2011
)
3
,
pp. 245-277
Persistent link: https://www.econbiz.de/10009165441
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->