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~isPartOf:"International journal of theoretical and applied finance"
~person:"Chiarella, Carl"
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Option pricing theory
3
Optionspreistheorie
3
Derivat
2
Derivative
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Stochastic process
2
Stochastischer Prozess
2
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credit spreads; CDS rates
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defaultabe bond prices
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hedge portfolios
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Chiarella, Carl
Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
9
Takahashi, Akihiko
7
Elliott, Robert J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Benth, Fred Espen
5
Bojarčenko, Svetlana I.
5
Fabozzi, Frank J.
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Joshi, Mark S.
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Oosterlee, Cornelis W.
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Siu, Tak Kuen
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Avellaneda, Marco
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Brigo, Damiano
4
Ekström, Erik
4
Hess, Markus
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Hui, Cho H.
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Liu, Rui Hua
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Lo, C. F.
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Macrina, Andrea
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Račev, Svetlozar T.
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Wu, Lixin
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Arai, Takuji
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Bernard, Carole
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Boyarchenko, Mitya
3
Cui, Zhenyu
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Ehrhardt, Matthias
3
Forde, Martin
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Gatheral, Jim
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Grzelak, Lech A.
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Hoogland, J. K.
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Hubalek, Friedrich
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Hughston, Lane P.
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Neumann, C. D. D.
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Pallavicini, Andrea
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Pistorius, Martijn
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Radoičić, Radoš
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International journal of theoretical and applied finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Applied mathematical finance
3
Journal of economic dynamics & control
2
Advances in Pacific Basin financial markets
1
Applied Mathematics and Computation, Forthcoming
1
Australian Journal of Management
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Die Zukunft der Finanzdienstleistungsindustrie in Deutschland : Innovationen zur Steigerung der Leistungs- und Wettbewerbsfähigkeit des Finanzplatzes Deutschland ; [Tagungsband zur Jubiläumskonferenz der Frankfurt School of Finance & Management]
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Energy economics
1
European journal of operational research : EJOR
1
Handbook of computational economics : volume 3
1
Handbook of computational economics ; Volume 3
1
Insurance / Mathematics & economics
1
Quantitative Finance Research Centre Research Paper
1
Research Paper Number 287, Quantitative Finance Research Centre, University of Technology, Sydney
1
SpringerLink / Bücher
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The European journal of finance
1
The journal of computational finance
1
University of Technology Sydney Quantitative Finance Research Centre Research Paper
1
University of Technology Sydney Quantitative Finance Research Centre Working Paper
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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ECONIS (ZBW)
3
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1
The evaluation of American
option
prices under stochastic volatitlity and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 393-425
Persistent link: https://www.econbiz.de/10003867417
Saved in:
2
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
3
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
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