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~person:"Chiarella, Carl"
~subject:"Optionspreistheorie"
~subject:"Share price"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Optionspreistheorie
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57
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7
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7
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7
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Aufsatz in Zeitschrift
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Chiarella, Carl
Escudero, Laureano F.
35
Jarrow, Robert A.
27
Carr, Peter
25
Phillips, Peter C. B.
25
Gendreau, Michel
21
Wong, Wing Keung
20
Kwok, Yue-Kuen
19
Madan, Dilip B.
19
McAleer, Michael
19
Gupta, Rangan
18
Yu, Jun
18
Glasserman, Paul
17
Timmermann, Allan
17
Escobar, Marcos
16
Garcia, René
16
Siu, Tak Kuen
16
Schwartz, Eduardo S.
15
Shapiro, Alexander
15
Asai, Manabu
14
Subrahmanyam, Avanidhar
14
Wong, Hoi Ying
14
Engle, Robert F.
13
Fabozzi, Frank J.
13
Jeanblanc, Monique
13
Liu, Ming
13
Maggioni, Francesca
13
Takahashi, Akihiko
13
Taylor, Robert
13
Wallace, Stein W.
13
Bakshi, Gurdip S.
12
Broadie, Mark
12
Caporale, Guglielmo Maria
12
Chan, Joshua
12
He, Xue-zhong
12
Hobson, David G.
12
Platen, Eckhard
12
Rogers, Leonard C. G.
12
Rossi, Roberto
12
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12
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Journal of economic dynamics & control
3
International journal of theoretical and applied 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
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
12
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12
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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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