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Zinsstruktur
Theorie
244
Theory
241
Volatility
62
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61
Stochastischer Prozess
57
Stochastic process
54
Option pricing theory
53
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Dynamische Wirtschaftstheorie
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Economic dynamics
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Erwartungsbildung
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Expectation formation
23
Konjunkturtheorie
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Nichtlineare Dynamik
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Chiarella, Carl
41
Bhar, Ramaprasad
8
Nikitopoulos, Christina Sklibosios
6
Kwon, Oh Kang
5
Chege Maina, Samuel
3
Fanelli, Viviana
3
Hassan, Nadima el
3
Hsiao, Chih-ying
3
Musti, Silvana
3
Tô, Thuy-duong
3
Grasselli, Martino
2
Kang, Boda
2
Maina, Samuel Chege
2
Schlögl, Erik
2
Sklibosios Nikitopoulos, Christina
2
Beyna, Ingo
1
Da Fonseca, José
1
De Fonseca, José
1
Flaschel, Peter
1
Franke, Reiner
1
He, Xue-zhong
1
Hsiao, Chih-Ying
1
Hung, Hing
1
Ingo, Beyna
1
Ming Xi Huang
1
Nikitopoulos, Christina
1
Pasquali, Sara
1
Runggaldier, Wolfgang J.
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Semmler, Willi
1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
8
Asia-Pacific financial markets
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
International journal of theoretical and applied finance
2
The European journal of finance
2
Advances in Pacific Basin financial markets
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Financial engineering and the Japanese markets
1
Insurance / Mathematics & economics
1
Journal of empirical finance
1
Quantitative Finance Research Centre Research Paper
1
Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
1
Review of derivatives research
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ECONIS (ZBW)
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A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
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2
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 155-202
Persistent link: https://www.econbiz.de/10003415746
Saved in:
3
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:
4
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
5
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
6
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:
7
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:
8
Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 392-419
Persistent link: https://www.econbiz.de/10010243607
Saved in:
9
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:
10
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
To, Thuy-duong
-
2011
Persistent link: https://www.econbiz.de/10009564612
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