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A evolutionary CAPM under heterogeneous beliefs

Chiarella, Carl; Dieci, Roberto; He, Xue-zhong; Li, Kai - 2012

Persistent link: https://www.econbiz.de/10009626025

Derivative security pricing : techniques, methods and applications

Chiarella, Carl; He, Xue-zhong; Nikitopoulos, Christina … - 2015

Persistent link: https://www.econbiz.de/10010505260

Can trend followers survive in the long-run? : insights from agent-based modeling

He, Xue-zhong; Hamill, Philip; Li, Youwei - In: Natural computing in computational finance ; [the …, (pp. 253-269). 2008

Persistent link: https://www.econbiz.de/10009515165

Heterogeneous expectations in asset pricing : empirical evidence from the S&P500

Chiarella, Carl; He, Xue-zhong; Zwinkels, Remco C. J. - In: Journal of economic behavior & organization : JEBO 105 (2014), pp. 1-16

Persistent link: https://www.econbiz.de/10010465070

Statistical properties of a heterogeneous asset pricing model with time-varying second moment

Chiarella, Carl; He, Xue-zhong; Wang, Duo - In: The complex networks of economic interactions : essays …, (pp. 109-123). 2005

Persistent link: https://www.econbiz.de/10003253979

Statistical properties of a heterogeneous asset price model with time-varying second moment

Chiarella, Carl; He, Xue-zhong; Wang, Duo - 2004

Persistent link: https://www.econbiz.de/10002554408

Derivative Security Pricing : Techniques, Methods and Applications

Chiarella, Carl - 2015

Part I The Fundamentals of Derivative Security Pricing -- 1 The Stock Option Problem -- 2 Stochastic Processes for Asset Price Modelling -- 3 An Initial Attempt at Pricing an Option -- 4 The Stochastic Differential Equation -- 5 Manipulating Stochastic Differential Equations and Stochastic...

Persistent link: https://www.econbiz.de/10014019196