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~isPartOf:"International journal of theoretical and applied finance"
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Option pricing theory
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carry forward
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credit spreads; CDS rates
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defaultabe bond prices
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forward price curve
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hedge portfolios
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Chiarella, Carl
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Kang, Boda
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Nikitopoulos, Christina Sklibosios
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CHIARELLA, CARL
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Cheang, Gerald H. L.
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Chege Maina, Samuel
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Clewlow, Les
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Meyer, Gunter H.
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SKLIBOSIOS, CHRISTINA NIKITOPOULOS
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International journal of theoretical and applied 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
Applied mathematical finance
10
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
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
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ECONIS (ZBW)
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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
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 155-202
Persistent link: https://www.econbiz.de/10003415746
Saved in:
3
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
4
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:
5
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:
6
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS
CHIARELLA, CARL
;
MAINA, SAMUEL CHEGE
;
SKLIBOSIOS, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
Persistent link: https://www.econbiz.de/10010151928
Saved in:
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