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Stochastischer Prozess
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Chiarella, Carl
Michelsen, Claus
233
Dreger, Christian
212
Schorfheide, Frank
202
Fichtner, Ferdinand
187
Merkl, Christian
179
Kose, M. Ayhan
176
Christiano, Lawrence J.
170
Galí, Jordi
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Canova, Fabio
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Fernández-Villaverde, Jesús
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Rieth, Malte
166
Junker, Simon
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Mumtaz, Haroon
161
Kilian, Lutz
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Baldi, Guido
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Gupta, Rangan
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Engerer, Hella
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Snower, Dennis J.
148
Castelnuovo, Efrem
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Schabert, Andreas
144
Pesaran, M. Hashem
143
Vasilev, Aleksandar
141
Flaschel, Peter
137
Fève, Patrick
136
Caballero, Ricardo J.
134
Weder, Mark
128
Zanetti, Francesco
128
Lindé, Jesper
124
McAleer, Michael
124
Brenke, Karl
119
Funke, Michael
119
Koopman, Siem Jan
117
Bremus, Franziska
116
Smets, Frank
115
Theodoridis, Konstantinos
110
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109
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109
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
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8
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4
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Applied Mathematics and Computation, Forthcoming
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Financial fragility and investment in the capitalist economy
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Growth and cycle in the Euro-zone
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Handbook of computational economics : volume 3
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Institut des Sciences Economiques, Economie et Société, Université Catholique de Louvain, Working Paper
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Modeling, Computing, and Mastering Complexity 2003
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Nonlinearity, complexity and randomness in economics : towards algorithmic foundations for economics
1
Quantitative and empirical analysis of nonlinear dynamic macromodels
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Research Paper Number 287, Quantitative Finance Research Centre, University of Technology, Sydney
1
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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ECONIS (ZBW)
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RePEc
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EconStor
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USB Cologne (EcoSocSci)
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71
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
72
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
73
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 245-276
Persistent link: https://www.econbiz.de/10009381930
Saved in:
74
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
75
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:
76
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
77
Approximate hedging of options under jump-diffusion processes
Mina, Karl
;
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2013
Persistent link: https://www.econbiz.de/10010245506
Saved in:
78
Computational methods for derivatives with early exercise features
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2014
Persistent link: https://www.econbiz.de/10010366999
Saved in:
79
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:
80
Contemporary quantitative finance : essays in honour of Eckhard Platen
Chiarella, Carl
(
ed.
);
Platen, Eckhard
(
honouree
); …
-
2010
Persistent link: https://www.econbiz.de/10008658151
Saved in:
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