//--> //--> //--> //-->
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
Parametric Rules for State Con...
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
24
Volatilität
24
Theorie
18
Theory
18
Derivat
12
Derivative
12
Analysis
11
Mathematical analysis
11
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Yield curve
8
Zinsstruktur
8
Kreditderivat
6
Stochastic volatility
6
Credit derivative
5
Option trading
5
Optionsgeschäft
5
Euler-Maruyama stochastic integral approximation
3
HJM (Heath-Jarrow-Morton) model
3
Hedging
3
Interest rate derivative
3
Martingal
3
Martingale
3
Stochastische Volatilität
3
Zinsderivat
3
Analysis of variance
2
Australia
2
Australien
2
Bewertung
2
Derivat <Wertpapier>
2
Financial analysis
2
Financial economics
2
Finanzanalyse
2
Kapitalmarkttheorie
2
Stochastisches Modell
2
Swap
2
more ...
less ...
Online availability
All
Free
27
Undetermined
2
Type of publication
All
Book / Working Paper
34
Article
19
Type of publication (narrower categories)
All
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
4
Book section
4
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
53
Author
All
Chiarella, Carl
Madan, Dilip B.
90
Cui, Zhenyu
73
Härdle, Wolfgang
70
Fabozzi, Frank J.
67
Joshi, Mark S.
66
Carr, Peter
60
Humphreys, Brad R.
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Stentoft, Lars
52
Schnytzer, Adi
51
Elliott, Robert J.
49
Paul, Rodney J.
48
Jacobs, Kris
46
Weinbach, Andrew P.
46
Hull, John
42
Wystup, Uwe
40
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Forrest, David
35
Jarrow, Robert A.
35
Schlögl, Erik
35
Belomestny, Denis
34
Chesney, Marc
33
Kim, Young Shin
33
Peel, David
33
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Korn, Ralf
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Barone-Adesi, Giovanni
30
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Schwartz, Eduardo S.
30
Vaughan Williams, Leighton
30
Walker, Douglas M.
30
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Applied mathematical finance
3
International journal of theoretical and applied finance
3
Journal of economic dynamics & control
2
Advances in Pacific Basin financial markets
1
Applied Mathematics and Computation, Forthcoming
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
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
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
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)
53
Showing
1
-
10
of
53
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
2
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
3
Derivative security pricing : techniques, methods and applications
Chiarella, Carl
;
He, Xue-zhong
;
Nikitopoulos, Christina …
-
2015
Persistent link: https://www.econbiz.de/10010505260
Saved in:
4
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
5
Volatility swaps and volatility options on discretely sampled realized variance
Lian, Guanghua
;
Chiarella, Carl
;
Kalev, Petko S.
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 239-262
Persistent link: https://www.econbiz.de/10010485855
Saved in:
6
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
7
Pricing range notes within Wishart affine models
Chiarella, Carl
;
De Fonseca, José
;
Grasselli, Martino
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 193-203
Persistent link: https://www.econbiz.de/10010437564
Saved in:
8
The evaluation of American compound option prices under stochastic volatility and stochastic interest rates
Chiarella, Carl
;
Kang, Boda
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10010337816
Saved in:
9
Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
Chiarella, Carl
;
Hassan, Nadima el
;
Kuczera, Adam
- In:
Journal of economic dynamics & control
23
(
1999
)
9/10
,
pp. 1387-1424
Persistent link: https://www.econbiz.de/10001415373
Saved in:
10
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->