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Pricing American options under regime switching using method of lines
Chiarella, Carl; Nikitopoulos, Christina Sklibosios; … - 2016
Persistent link: https://www.econbiz.de/10011777915
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Humps in the volatility structure of the crude oil futures market
Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina … - 2012
Persistent link: https://www.econbiz.de/10009564452
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Estimating behavioural heterogeneity under regime switching
Chiarella, Carl; He, Xue-zhong; Huang, Weihong; Zheng, … - 2011
Persistent link: https://www.econbiz.de/10009564621
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The volatility structure of the fixed income market under the HJM framework : a nonlinear filtering approach
Chiarella, Carl; Hung, Hing; Tô, Thuy-duong - 2005
Persistent link: https://www.econbiz.de/10002721773
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The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method
Chiarella, Carl; Hsiao, Chih-ying - 2006
Persistent link: https://www.econbiz.de/10003325231
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American call options on jump-diffusion processes : a Fourier transform approach
Chiarella, Carl; Ziogas, Andrew - 2006
Persistent link: https://www.econbiz.de/10003329756
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Aggregation of heterogeneous beliefs and asset pricing theory : a mean-variance analysis
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2006
Persistent link: https://www.econbiz.de/10003407922
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The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl; Kang, Boda; Meyer, Gunter H. - 2010
Persistent link: https://www.econbiz.de/10008662205
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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
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A framework for CAPM with heterogenous beliefs
Chiarella, Carl; Dieci, Roberto; He, Xue-zhong - 2009
Persistent link: https://www.econbiz.de/10008662365