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~person:"Chiarella, Carl"
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Stochastischer Prozess
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Chiarella, Carl
Demeulemeester, Erik
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
International journal of theoretical and applied finance
3
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Applied mathematical finance
2
Discussion paper / Tinbergen Institute
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Journal of economic dynamics & control
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Quantitative and empirical analysis of nonlinear dynamic macromodels
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A stochastic model of real-financial interaction with boundedly rational heterogeneous agents
Chiarella, Carl
;
Flaschel, Peter
;
He, Xue-zhong
;
Hung, Hing
- In:
Quantitative and empirical analysis of nonlinear …
,
(pp. 333-358)
.
2006
Persistent link: https://www.econbiz.de/10003324053
Saved in:
2
American call options on jump-diffusion processes : a Fourier transform approach
Chiarella, Carl
;
Ziogas, Andrew
-
2006
Persistent link: https://www.econbiz.de/10003329756
Saved in:
3
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
Saved in:
4
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:
5
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
Saved in:
6
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:
7
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
8
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
- In:
European journal of operational research : EJOR
208
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
Saved in:
9
The stochastic dynamics of speculative prices
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
-
2007
Persistent link: https://www.econbiz.de/10003856740
Saved in:
10
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
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