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Dynamics of beliefs and learning under aL-processes : the heterogeneous case
Chiarella, Carl; He, Xue-zhong - 2001
Persistent link: https://www.econbiz.de/10001619246
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Asset price and wealth dynamics under heterogeneous expectations
Chiarella, Carl; He, Xue-zhong - 2001
Persistent link: https://www.econbiz.de/10001619249
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Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - 2001
Persistent link: https://www.econbiz.de/10001732756
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A benchmark framework for integrated risk management
Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732760
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Benchmark model with intensity based jumps
Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732762
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Evaluation of American strangles
Chiarella, Carl; Ziogas, Andrew - 2002
Persistent link: https://www.econbiz.de/10001732768
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An adaptive model on asset pricing and wealth dynamics with heterogeneous trading strategies
Chiarella, Carl; He, Xue-zhong - 2002
Persistent link: https://www.econbiz.de/10001732770
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A general framework for the construction and the smoothing of forward rate curves
Kwon, Oh Kang - 2002
Persistent link: https://www.econbiz.de/10001732808
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Arbitrage in continuous complete markets
Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001732810
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Filtering equity risk premia from derivative prices
Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - 2001
Persistent link: https://www.econbiz.de/10001732811