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~person:"Chiarella, Carl"
~subject:"Börsenkurs"
~subject:"Großbritannien"
~subject:"Volatilität"
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Börsenkurs
Großbritannien
Volatilität
Volatility
62
Option pricing theory
53
Optionspreistheorie
53
Theorie
47
Theory
47
Stochastic process
38
Stochastischer Prozess
38
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23
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Chiarella, Carl
McAleer, Michael
301
Caporale, Guglielmo Maria
248
Gupta, Rangan
245
Bollerslev, Tim
163
Pierdzioch, Christian
135
Diebold, Francis X.
124
Chang, Chia-Lin
113
Gil-Alaña, Luis A.
113
Bouri, Elie
107
Bekaert, Geert
105
Andersen, Torben
103
Spagnolo, Nicola
98
Aizenman, Joshua
97
Härdle, Wolfgang
95
Ma, Feng
92
Buch, Claudia M.
86
Koopman, Siem Jan
85
Hautsch, Nikolaus
84
Bahmani-Oskooee, Mohsen
82
Döpke, Jörg
79
Lux, Thomas
79
McMillan, David G.
75
Engle, Robert F.
74
Hammoudeh, Shawkat
73
Todorov, Viktor
73
Caporin, Massimiliano
70
Tiwari, Aviral Kumar
70
Kočenda, Evžen
65
Asai, Manabu
64
Belke, Ansgar
64
Wohar, Mark E.
64
Bohl, Martin T.
62
Lucey, Brian M.
60
Bloom, Nicholas
59
Corbet, Shaen
59
Siklos, Pierre L.
59
Caballero, Ricardo J.
56
Kang, Sang Hoon
56
Christoffersen, Peter F.
55
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
International journal of theoretical and applied finance
3
Quantitative Finance Research Centre Research Paper
3
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
The Oxford handbook of computational economics and finance
2
University of Technology Sydney Quantitative Finance Research Centre Research Paper
2
29th International Conference of the French Finance Association (AFFI) 2012
1
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1
Applied Mathematics and Computation, Forthcoming
1
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1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Economic theory and international trade : essays in honour of Murray C. Kemp
1
Energy economics
1
Handbook of computational economics : volume 3
1
Handbook of computational economics ; Volume 3
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
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Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
1
The European journal of finance
1
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University of Technology Sydney Quantitative Finance Research Centre Working Paper
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ECONIS (ZBW)
62
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1
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
2
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
3
Volatility
swaps and
volatility
options on discretely sampled realized variance
Lian, Guanghua
;
Chiarella, Carl
;
Kalev, Petko S.
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 239-262
Persistent link: https://www.econbiz.de/10010485855
Saved in:
4
The evaluation of American compound option prices under stochastic
volatility
and stochastic interest rates
Chiarella, Carl
;
Kang, Boda
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10010337816
Saved in:
5
The evaluation of American compound option prices under stochastic
volatility
using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
6
Representation of American option prices under Heston stochastic
volatility
dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
7
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:
8
Optimal investment strategies under stochastic
volatility
: estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
9
Pricing interest rate derivatives in a multifactor HJM model with time dependent
volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
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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