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~person:"Chiarella, Carl"
~person:"Dow, James"
~person:"Shavell, Steven"
~subject:"Volatilität"
~type:"book"
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Volatilität
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Chiarella, Carl
Dow, James
Shavell, Steven
Bollerslev, Tim
55
Diebold, Francis X.
51
Koopman, Siem Jan
38
Lux, Thomas
38
McAleer, Michael
34
Härdle, Wolfgang
28
Andersen, Torben
27
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25
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24
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23
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22
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21
Caporin, Massimiliano
20
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20
Bos, Charles S.
18
Caballero, Ricardo J.
18
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18
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17
Schlag, Christian
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Bauwens, Luc
16
Christoffersen, Peter F.
16
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Mittnik, Stefan
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
Quantitative Finance Research Centre Research Paper
2
Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
University of Technology Sydney Quantitative Finance Research Centre Research Paper
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ECONIS (ZBW)
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1
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
2
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
Saved in:
3
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
4
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
Saved in:
5
A evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
-
2012
Persistent link: https://www.econbiz.de/10009626025
Saved in:
6
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
7
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
8
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
Saved in:
9
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
10
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
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