Narrow search
Showing 1 - 10 of 56
Cover Image
Nonlinear dynamics in economics, finance and social sciences : essays in honour of John Barkley Rosser Jr
Bischi, Gian Italo (ed.); Chiarella, Carl (ed.);  … - MDEF Modelli Dinamici i Economia e Finanza … - 2010
Persistent link: https://www.econbiz.de/10003870985
Cover Image
Nonlinear dynamics in economics, finance and social sciences : essays in honour of John Barkley Rosser Jr
Bischi, Gian Italo (ed.); Chiarella, Carl (ed.);  … - MDEF Modelli Dinamici i Economia e Finanza … - 2010
Persistent link: https://www.econbiz.de/10014012249
Cover Image
Nonlinear Dynamics in Economics, Finance and Social Sciences : Essays in Honour of John Barkley Rosser Jr
Bischi, Gian Italo - 2010
Transferring Negative Externalities: Feedback Effects of Self-Protection Choices in a Two Hemispheres Model -- Structural Change, Economic Growth and Environmental Dynamics with Heterogeneous Agents -- Bifurcations and Chaotic Attractors in an Overlapping Generations Model with Negative...
Persistent link: https://www.econbiz.de/10013521310
Cover Image
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl; Nikitopoulos, Christina Sklibosios; … - In: Applied mathematical finance 14 (2007) 5, pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Cover Image
Pricing American options under stochastic volatility and jump-diffusion dynamics
Chiarella, Carl; Meyer, Gunter H.; Ziogas, Andrew - In: Die Zukunft der Finanzdienstleistungsindustrie in …, (pp. 213-236). 2008
Persistent link: https://www.econbiz.de/10003756494
Cover Image
American call options under jump-diffusion processes - a Fourier transform approach
Chiarella, Carl; Ziogas, Andrew - In: Applied mathematical finance 16 (2009) 1/2, pp. 37-79
Persistent link: https://www.econbiz.de/10003847143
Cover Image
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
Cover Image
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl; Kang, Boda; Meyer, Gunter H. - 2010
Persistent link: https://www.econbiz.de/10008662205
Cover Image
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl; Fanelli, Viviana; Musti, Silvana - 2009
Persistent link: https://www.econbiz.de/10008662364
Cover Image
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl; Hsiao, Chih-ying - 2010
Persistent link: https://www.econbiz.de/10008663099