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Modelling Default Correlations in a Two-Firm Model with Dynamic Leverage Ratios
Chiarella, Carl, (2012)
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl, (2010)
The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method
Chiarella, Carl, (2005)