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Applied mathematical finance
Research Paper Series / Finance Discipline Group, Business School
87
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
66
Working Paper Series / Finance Discipline Group, Business School
49
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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Journal of economic dynamics & control
38
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Quantitative Finance Research Centre Research Paper
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Diskussionsarbeit
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Working Papers / Facoltà di Economia, Università degli Studi di Urbino
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BERG Working Paper Series
10
Computational Economics
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Computing in Economics and Finance 2002
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
BERG working paper series
9
Journal of evolutionary economics : JEE
9
Macroeconomic dynamics
9
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
Mathematics and Computers in Simulation (MATCOM)
7
The journal of futures markets
7
UTS Working Paper
7
Business cycle dynamics : models and tools ; with 7 tables
6
International journal of theoretical and applied finance
6
Journal of economic theory
6
SpringerLink / Bücher
6
Studies in Nonlinear Dynamics & Econometrics
6
The European journal of finance
6
Applied Mathematical Finance
5
Computing in Economics and Finance 1997
5
Computing in Economics and Finance 2006
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Macroeconomic Dynamics
5
Oligopoly dynamics : models and tools ; [from a conference held at the Centre for Regional Science (CERUM) at Umeå University, Sweden, 17 - 18 June 2001]
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Quantitative Finance Research Centre Working Paper
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Routledge frontiers of political economy
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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
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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
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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
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5
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
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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
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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
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