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Theorie
276
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Chiarella, Carl
793
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165
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118
Semmler, Willi
73
He, Xue-Zhong
59
Dieci, Roberto
57
Kang, Boda
54
He, Xue-zhong
52
Ziogas, Andrew
40
Bhar, Ramaprasad
39
Nikitopoulos, Christina Sklibosios
38
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34
Gardini, Laura
29
Franke, Reiner
26
Asada, Toichiro
22
Zhu, Peiyuan
20
Chen, Pu
19
Meyer, Gunter H.
18
Di Guilmi, Corrado
17
Hung, Hing
17
Platen, Eckhard
17
El-Hassan, Nadima
16
Bhar, Ram
15
Röthig, Andreas
15
Asada, Tōichirō
14
He, Xuezhong
14
Hsiao, Chih-Ying
13
Zheng, Min
13
Mouakil, Tarik
12
Nikitopoulos-Sklibosios, Christina
12
Cheang, Gerald H. L.
11
Proaño, Christian R.
11
Ziveyi, Jonathan
11
Alfeus, Mesias
10
Bischi, Gian Italo
10
Cheng, Benjamin
10
Khomin, Alexander
10
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10
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10
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Finance, University of Technology, Sydney,; Gunter Meyer, School of Mathematics, Georgia Institute of Technology,; Andrew Ziogas, School of Economics
1
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1
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1
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1
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1
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1
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Research Paper Series / Finance Discipline Group, Business School
98
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
82
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49
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
44
Journal of economic dynamics & control
27
Journal of economic behavior & organization : JEBO
19
U. of Technology, Sydney Finance and Economics Working Paper
16
Quantitative Finance Research Centre Research Paper
15
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13
Applied mathematical finance
12
Diskussionsarbeit
12
Journal of Economic Behavior & Organization
11
Journal of Economic Dynamics and Control
11
Computational economics
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computing in Economics and Finance 2002
9
The journal of futures markets
9
Computational Economics
8
International journal of theoretical and applied finance
8
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
Macroeconomic dynamics
7
UTS Working Paper
7
Quantitative Finance
6
Studies in Nonlinear Dynamics & Econometrics
6
The European journal of finance
6
Applied Mathematical Finance
5
Asia-Pacific financial markets
5
Computing in Economics and Finance 2006
5
Energy economics
5
Journal of Futures Markets
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
Computing in Economics and Finance 1997
4
Computing in Economics and Finance 2004
4
Discussion paper / B
4
European Journal of Political Economy
4
FIRN Research Paper
4
Finance and stochastics
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ECONIS (ZBW)
551
RePEc
306
OLC EcoSci
66
USB Cologne (EcoSocSci)
10
EconStor
8
USB Cologne (business full texts)
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1
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 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
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:
4
Alternative defaultable term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
16
(
2009
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003855638
Saved in:
5
Alternative defaultable term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2009
Persistent link: https://www.econbiz.de/10003857269
Saved in:
6
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:
7
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:
8
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:
9
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
10
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
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