Narrow search
Showing 1 - 10 of 50
Cover Image
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl; Kang, Boda; Meyer, Gunter H. - 2010
Persistent link: https://www.econbiz.de/10008662205
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Limit distribution of evolving strategies in financial markets
Chiarella, Carl; Di Guilmi, Corrado - 2011
Persistent link: https://www.econbiz.de/10009564617
Cover Image
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
Cover Image
Particle filters for Markov switching stochastic volatility models
Yun, Bao; Chiarella, Carl; Kang, Boda - 2012
Persistent link: https://www.econbiz.de/10009564477
Cover Image
American call options on jump-diffusion processes : a Fourier transform approach
Chiarella, Carl; Ziogas, Andrew - 2006
Persistent link: https://www.econbiz.de/10003329756
Cover Image
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl; Chege Maina, Samuel; Nikitopoulos, … - 2010
Persistent link: https://www.econbiz.de/10008663092