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~person:"Chiarella, Carl"
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Chiarella, Carl
McAleer, Michael
162
Phillips, Peter C. B.
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124
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122
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119
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48
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46
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
International journal of theoretical and applied finance
4
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3
Journal of economic dynamics & control
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Die Zukunft der Finanzdienstleistungsindustrie in Deutschland : Innovationen zur Steigerung der Leistungs- und Wettbewerbsfähigkeit des Finanzplatzes Deutschland ; [Tagungsband zur Jubiläumskonferenz der Frankfurt School of Finance & Management]
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Dynamic Modeling and Econometrics in Economics and Finance
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Quantitative and empirical analysis of nonlinear dynamic macromodels
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Research Paper Number 287, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 288, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
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1
Stochastic
correlation
and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
To, Thuy-duong
-
2011
Persistent link: https://www.econbiz.de/10009564612
Saved in:
2
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:
3
Stochastic
Correlation
and Risk Premia in Term Structure Models
Chiarella, Carl
-
2016
This paper analyzes a term structure model that allows for both stochastic
correlation
between underlying factors and …
Persistent link: https://www.econbiz.de/10012982272
Saved in:
4
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:
5
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:
6
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:
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
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
Saved in:
10
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2008
Persistent link: https://www.econbiz.de/10003857157
Saved in:
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