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The evaluation of American com...
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Theorie
248
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59
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English
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Chiarella, Carl
793
Flaschel, Peter
165
Semmler, Willi
73
Kang, Boda
63
He, Xue-Zhong
59
Dieci, Roberto
57
He, Xue-zhong
52
Ziogas, Andrew
40
Bhar, Ramaprasad
39
Gardini, Laura
29
Franke, Reiner
26
Asada, Toichiro
22
Zhu, Peiyuan
20
Chen, Pu
19
Meyer, Gunter H.
19
Nikitopoulos, Christina Sklibosios
18
Di Guilmi, Corrado
17
Hung, Hing
17
El-Hassan, Nadima
16
Bhar, Ram
15
Röthig, Andreas
15
Ziveyi, Jonathan
15
Asada, Tōichirō
14
He, Xuezhong
14
Hsiao, Chih-Ying
13
Zheng, Min
13
Mouakil, Tarik
12
Cheang, Gerald H. L.
11
Proaño, Christian R.
11
Schlögl, Erik
11
Sklibosios Nikitopoulos, Christina
11
Bischi, Gian Italo
10
Khomin, Alexander
10
Szidarovszky, Ferenc
10
Hommes, Cars H.
9
Hsiao, Chih-ying
9
Iori, Giulia
9
Kwon, Oh Kang
9
Musti, Silvana
9
To, Thuy Duong
9
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Finance Discipline Group, Business School
136
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32
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3
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3
Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), Faculteit Economie en Bedrijfskunde
2
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Research Paper Series / Finance Discipline Group, Business School
87
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
65
Working Paper Series / Finance Discipline Group, Business School
49
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
44
Journal of economic dynamics & control
24
Journal of economic behavior & organization : JEBO
19
U. of Technology, Sydney Finance and Economics Working Paper
16
Quantitative Finance Research Centre Research Paper
14
Diskussionsarbeit
12
Computational economics
11
Journal of Economic Behavior & Organization
11
Research paper / Quantitative Finance Research Group, University of Technology Sydney
11
Applied mathematical finance
10
Journal of Economic Dynamics and Control
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computing in Economics and Finance 2002
9
Computational Economics
8
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
Macroeconomic dynamics
7
The journal of futures markets
7
UTS Working Paper
7
International journal of theoretical and applied finance
6
Studies in Nonlinear Dynamics & Econometrics
6
The European journal of finance
6
Applied Mathematical Finance
5
Computing in Economics and Finance 2006
5
Quantitative Finance Research Centre Working Paper
5
Routledge frontiers of political economy
5
SpringerLink / Bücher
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
4
Asia-Pacific financial markets
4
Computing in Economics and Finance 1997
4
Computing in Economics and Finance 2004
4
European Journal of Political Economy
4
Keio economic studies
4
Macroeconomic Dynamics
4
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
4
Quantitative Finance
4
Quantitative and empirical analysis of nonlinear dynamic macromodels
4
UTS School of Finance and Economics Working Paper
4
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ECONIS (ZBW)
456
RePEc
286
OLC EcoSci
60
USB Cologne (EcoSocSci)
9
EconStor
4
Other ZBW resources
2
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The evaluation of American option prices under stochastic volatitlity and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 393-425
Persistent link: https://www.econbiz.de/10003867417
Saved in:
2
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
3
The evaluation of American option prices under stochastic volatility and jump-diffusion dynamics using the method of lines
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2008
Persistent link: https://www.econbiz.de/10003856817
Saved in:
4
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:
5
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:
6
The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Sklibosios Nikitopoulosa, …
-
2013
Persistent link: https://www.econbiz.de/10009789508
Saved in:
7
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:
8
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:
9
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
10
Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
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