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~person:"Chiarella, Carl"
~subject:"Volatilität"
~type:"book"
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Volatilität
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Chiarella, Carl
McAleer, Michael
224
Caporale, Guglielmo Maria
136
Diebold, Francis X.
92
Chang, Chia-Lin
89
Bollerslev, Tim
88
Gupta, Rangan
79
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77
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71
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65
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63
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57
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54
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52
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49
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48
Buch, Claudia M.
47
Fernández-Villaverde, Jesús
47
Kočenda, Evžen
46
Andersen, Torben G.
40
Caporin, Massimiliano
39
Allen, David E.
37
Conrad, Christian
36
Pesaran, M. Hashem
36
Bauwens, Luc
35
Mumtaz, Haroon
35
Davis, Steven J.
34
Todorov, Viktor
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Asai, Manabu
33
Dijk, Dick van
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33
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32
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32
Bos, Charles S.
31
Castelnuovo, Efrem
31
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31
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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
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3
University of Technology Sydney Quantitative Finance Research Centre Research Paper
2
29th International Conference of the French Finance Association (AFFI) 2012
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Applied Mathematics and Computation, Forthcoming
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Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
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ECONIS (ZBW)
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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
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
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
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:
7
Representation and numerical approximation of American option prices under Heston stochastic volatility dynamics
Adolfsson, Thomas
;
Chiarella, Carl
;
Ziogas, Andrew
; …
-
2013
Persistent link: https://www.econbiz.de/10009725619
Saved in:
8
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:
9
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:
10
Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
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