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Option pricing theory
Theorie
276
Theory
272
Volatility
89
Volatilität
88
Optionspreistheorie
87
Yield curve
84
Zinsstruktur
83
Stochastischer Prozess
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42
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39
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Schätzung
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Derivat
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31
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Behavioural finance
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Monetary growth model
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Monetäre Wachstumstheorie
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Interest rate derivative
28
Zinsderivat
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Business cycle
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Erwartungsbildung
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Expectation formation
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Konjunktur
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Börsenkurs
26
Share price
26
Chaos theory
25
Chaostheorie
25
Dynamische Wirtschaftstheorie
23
Economic dynamics
23
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English
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Chiarella, Carl
52
Schlögl, Erik
33
Kang, Boda
16
Ziogas, Andrew
14
Nikitopoulos, Christina Sklibosios
12
Cheng, Benjamin
8
Cheang, Gerald H. L.
7
Meyer, Gunter H.
7
Sklibosios Nikitopoulos, Christina
7
Ziveyi, Jonathan
7
Hassan, Nadima el
4
Alfeus, Mesias
3
Fanelli, Viviana
3
Musti, Silvana
3
Pilz, Kay F.
3
Taruvinga, Blessing
3
Aase Nielsen, Jørgen
2
Baker, Christopher
2
Bhar, Ramaprasad
2
Brace, Alan
2
Feng, Yu
2
Gellert, Karol
2
Griebsch, Susanne
2
He, Xue-zhong
2
Kalev, Petko S.
2
Karlsson, Patrik
2
Kucera, Adam
2
Lian, Guanghua
2
Mashalaba, Qaphela
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Mavuso, Melusi
2
Rudd, Ralph
2
Sandmann, Klaus
2
Adolfsson, Thomas
1
Beyna, Ingo
1
Cheang, Gerald
1
Chege Maina, Samuel
1
De Fonseca, José
1
Grasselli, Martino
1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
28
International journal of theoretical and applied finance
4
Applied mathematical finance
3
Journal of economic dynamics & control
3
Insurance / Mathematics & economics
2
Risks : open access journal
2
Advances in Pacific Basin financial markets
1
Applied Mathematics and Computation, Forthcoming
1
Chapman & Hall/CRC financial mathematics series
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
FIRN Research Paper
1
Finance and stochastics
1
Handbook of computational economics : volume 3
1
Handbook of computational economics ; Volume 3
1
Journal of banking & finance
1
Quantitative Finance Research Centre Research Paper
1
Quantitative finance
1
Research Paper Number 287, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
SpringerLink / Bücher
1
The European journal of finance
1
The journal of computational finance
1
The journal of futures markets
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
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ECONIS (ZBW)
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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:
2
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:
3
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
4
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
5
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
6
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
7
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
8
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:
9
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:
10
Derivative security pricing : techniques, methods and applications
Chiarella, Carl
;
He, Xue-zhong
;
Nikitopoulos, Christina …
-
2015
Persistent link: https://www.econbiz.de/10010505260
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