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Arbitrage, hedging and financial innovation
Dow, James - 1996
Persistent link: https://www.econbiz.de/10000943953
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Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951349
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The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951350
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Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951351
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Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad; Chiarella, Carl - 1995
Persistent link: https://www.econbiz.de/10000951352
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Commerce, complexity and evolution : program and papers
Keen, Steve (contributor); Chiarella, Carl (contributor);  … - 1996
Persistent link: https://www.econbiz.de/10000951855
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A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl; Hassan, Nadima el - 1996
Persistent link: https://www.econbiz.de/10000955777
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Informed trading, investment, and welfare
Dow, James; Rahi, Rohit - 1997
Persistent link: https://www.econbiz.de/10000962259
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The dynamics of "natural" rates of growth and employment
Chiarella, Carl; Flaschel, Peter - 1997
Persistent link: https://www.econbiz.de/10000963973
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Keynesian monetary growth dynamics in open economies
Chiarella, Carl; Flaschel, Peter - 1997
Persistent link: https://www.econbiz.de/10000963979