Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Chiarella, Carl"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Faster comparison of stopping...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
53
Optionspreistheorie
53
Stochastic process
29
Stochastischer Prozess
29
Volatility
26
Volatilität
26
Theorie
25
Theory
25
Monte Carlo simulation
16
American options
15
Derivat
12
Derivative
12
Monte-Carlo-Simulation
12
Analysis
11
Mathematical analysis
11
free boundary problem
10
Yield curve
8
Zinsstruktur
8
Kreditderivat
6
Stochastic volatility
6
jump-diffusion
6
stochastic volatility
6
Credit derivative
5
Option trading
5
Optionsgeschäft
5
Volterra integral equation
5
Volterra integral equations
5
method of lines
5
Simulation
4
Euler-Maruyama stochastic integral approximation
3
Fourier transform
3
HJM (Heath-Jarrow-Morton) model
3
Hedging
3
Interest rate derivative
3
Markov chain
3
Markov-Kette
3
Martingal
3
Martingale
3
Stochastische Volatilität
3
Zinsderivat
3
more ...
less ...
Online availability
All
Free
46
Undetermined
4
Type of publication
All
Book / Working Paper
59
Article
22
Type of publication (narrower categories)
All
Graue Literatur
26
Non-commercial literature
26
Arbeitspapier
25
Working Paper
25
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Lehrbuch
1
Mehrbändiges Werk
1
Multi-volume publication
1
Sammelwerk
1
Textbook
1
more ...
less ...
Language
All
English
61
Undetermined
20
German
1
Author
All
Chiarella, Carl
Kleijnen, Jack P. C.
140
Madan, Dilip B.
90
Joshi, Mark S.
88
Sutherland, Holly
79
Cui, Zhenyu
78
Härdle, Wolfgang
74
Fabozzi, Frank J.
73
Creedy, John
72
Koopman, Siem Jan
67
Stentoft, Lars
67
Takahashi, Akihiko
64
Peichl, Andreas
63
Carr, Peter
62
Platen, Eckhard
60
McAleer, Michael
58
Schoutens, Wim
57
Dijk, Herman K. van
56
Scaillet, Olivier
55
Pesaran, M. Hashem
53
Wystup, Uwe
51
Elliott, Robert J.
49
Jacobs, Kris
46
Merz, Joachim
45
Belomestny, Denis
44
Hull, John
44
Benth, Fred Espen
43
Glasserman, Paul
43
Immervoll, Herwig
43
Kapetanios, George
43
O'Donoghue, Cathal
42
Alexander, Carol
41
Nelson, Barry L.
40
Kleijnen, Jack P.C.
39
Schoenmakers, John
39
Tsionas, Efthymios G.
39
Reed, W. Robert
38
Schlögl, Erik
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
37
more ...
less ...
Institution
All
Finance Discipline Group, Business School
14
Society for Computational Economics - SCE
5
Australian Graduate School of Management
1
Finance, University of Technology, Sydney,; Gunter Meyer, School of Mathematics, Georgia Institute of Technology,; Andrew Ziogas, School of Economics
1
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
23
Research Paper Series / Finance Discipline Group, Business School
14
Applied mathematical finance
3
International journal of theoretical and applied finance
3
Applied Mathematical Finance
2
Computing in Economics and Finance 2006
2
Journal of economic dynamics & control
2
Advances in Pacific Basin financial markets
1
Applied Mathematics and Computation, Forthcoming
1
CAMA working paper series
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Computing in Economics and Finance 2002
1
Computing in Economics and Finance 2004
1
Computing in Economics and Finance 2005
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
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]
1
Dynamic Modeling and Econometrics in Economics and Finance
1
Dynamic modeling and econometrics in economics and finance
1
Dynamische Wirtschaftstheorie
1
Energy economics
1
European journal of operational research : EJOR
1
Handbook of computational economics : volume 3
1
Handbook of computational economics ; Volume 3
1
Insurance / Mathematics & economics
1
Monday February 12th, 1996. - 1996. - [Ca. 150] S. in getr. Zählung : graph. Darst. - Enth. 16 Beitr.
1
Quantitative Finance Research Centre Research Paper
1
Research Paper Number 287, Quantitative Finance Research Centre, University of Technology, Sydney
1
SpringerLink / Bücher
1
The European journal of finance
1
The journal of computational finance
1
University of Technology Sydney Quantitative Finance Research Centre Research Paper
1
University of Technology Sydney Quantitative Finance Research Centre Working Paper
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
1
more ...
less ...
Source
All
ECONIS (ZBW)
60
RePEc
21
Showing
1
-
10
of
81
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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
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
Pricing interest rate derivatives in a multifactor HJM model with time dependent volatility
Beyna, Ingo
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009632002
Saved in:
7
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:
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
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2005
Persistent link: https://www.econbiz.de/10003194455
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
