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~isPartOf:"Journal of Economic Dynamics and Control"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Chiarella, Carl
74
He, Xue-zhong
17
Dieci, Roberto
9
Kang, Boda
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Ziogas, Andrew
8
Nikitopoulos, Christina Sklibosios
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Ming Xi Huang
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Quantitative Finance Research Centre <Sydney>
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Journal of Economic Dynamics and Control
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Research Paper Series / Finance Discipline Group, Business School
86
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
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computing in Economics and Finance 2002
9
Studies in Nonlinear Dynamics & Econometrics
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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
The European journal of finance
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Computing in Economics and Finance 2006
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Quantitative Finance Research Centre Working Paper
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Routledge frontiers of political economy
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
4
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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
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Quantitative Finance
4
Quantitative and empirical analysis of nonlinear dynamic macromodels
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UTS School of Finance and Economics Working Paper
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Computing in Economics and Finance 2003
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ECONIS (ZBW)
64
RePEc
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1
Pricing American options under regime switching using method of lines
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777915
Saved in:
2
On candlestick-based trading rules profitability analysis via parametric bootstraps and multivariate Pair-Copula based models
Röthig, Andreea
;
Röthig, Andreas
;
Chiarella, Carl
-
2015
Persistent link: https://www.econbiz.de/10011344226
Saved in:
3
Heterogeneous expectations in asset pricing : empirical evidence from the S&P500
Chiarella, Carl
;
He, Xue-zhong
;
Zwinkels, Remco C. J.
-
2014
Persistent link: https://www.econbiz.de/10010349280
Saved in:
4
A behavioural model of investor sentiment in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Shi, Lei
;
Wei, Lijian
-
2014
Persistent link: https://www.econbiz.de/10010349284
Saved in:
5
Learning and evolution of trading strategies in limit order markets
Chiarella, Carl
;
He, Xue-zhong
;
Wei, Lijian
-
2013
Persistent link: https://www.econbiz.de/10009775514
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
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:
8
Approximate hedging of options under jump-diffusion processes
Mina, Karl
;
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2013
Persistent link: https://www.econbiz.de/10010245506
Saved in:
9
Representation and numerical approximation of American option prices under Heston stochastic volatility dynamics
Adolfsson, Thomas
;
Chiarella, Carl
;
Ziogas, Andrew
; …
-
2013
Persistent link: https://www.econbiz.de/10009725619
Saved in:
10
A evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
-
2012
Persistent link: https://www.econbiz.de/10009626025
Saved in:
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