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~person:"Chiarella, Carl"
~subject:"Optionspreistheorie"
~subject:"Portfolio-Management"
~subject:"Share price"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Optionspreistheorie
Portfolio-Management
Share price
Stochastic process
Theorie
57
Theory
57
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10
Erwartungsbildung
7
Expectation formation
7
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7
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7
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Aufsatz in Zeitschrift
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34
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33
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Chiarella, Carl
Fabozzi, Frank J.
51
Jarrow, Robert A.
41
Wong, Wing Keung
37
Escudero, Laureano F.
35
Escobar, Marcos
32
Korn, Ralf
31
Carr, Peter
28
Madan, Dilip B.
27
Li, Duan
26
Wong, Hoi Ying
26
Zagst, Rudi
26
Forsyth, Peter A.
25
Phillips, Peter C. B.
25
Prigent, Jean-Luc
25
Siu, Tak Kuen
25
Levy, Haim
24
Platen, Eckhard
24
Glasserman, Paul
23
Gendreau, Michel
22
Markowitz, Harry
22
McAleer, Michael
22
Dai, Min
21
Schwartz, Eduardo S.
21
Timmermann, Allan
21
Gupta, Rangan
20
Lo, Andrew W.
20
Zhou, Guofu
20
Chen, Zhiping
19
Cvitanić, Jakša
19
Garcia, René
19
Gollier, Christian
19
Gouriéroux, Christian
19
He, Xue-zhong
19
Kwok, Yue-Kuen
19
Post, Thierry
19
Satchell, Stephen
19
Yu, Jun
19
Engle, Robert F.
18
Jeanblanc, Monique
18
Lioui, Abraham
18
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Journal of economic dynamics & control
3
International journal of theoretical and applied finance
2
Journal of economic behavior & organization : JEBO
2
The European journal of finance
2
Advances in Pacific Basin financial markets
1
Applied mathematical finance
1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Economics / Journal articles : the open-access, open-assessment journal
1
Journal of empirical finance
1
Journal of evolutionary economics : JEE
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
16
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1
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10
of
16
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date (oldest first)
1
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:
2
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:
3
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
Tô, Thuy-Duong
- In:
Journal of empirical finance
37
(
2016
),
pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
Saved in:
4
Learning, information processing and order submission in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 245-268
Persistent link: https://www.econbiz.de/10011589535
Saved in:
5
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
- In:
Journal of economic behavior & organization : JEBO
105
(
2014
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010465070
Saved in:
6
An empirical test of the Brennan-Schwartz bond pricing model in the Australian context
Chiarella, Carl
;
Mackenzie, David
;
Pham, Toan M.
- In:
Asia Pacific journal of management : APJM ; a …
7
(
1990
),
pp. 1-24
Persistent link: https://www.econbiz.de/10001109261
Saved in:
7
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
Chiarella, Carl
;
Hassan, Nadima el
;
Kuczera, Adam
- In:
Journal of economic dynamics & control
23
(
1999
)
9/10
,
pp. 1387-1424
Persistent link: https://www.econbiz.de/10001415373
Saved in:
8
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
Saved in:
9
Mean variance preferences, expectations formation, and the dynamics of random asset prices
Böhm, Volker
;
Chiarella, Carl
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 61-97
Persistent link: https://www.econbiz.de/10002582956
Saved in:
10
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:
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