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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance research letters"
~isPartOf:"Working paper series / European Central Bank"
~person:"Chiarella, Carl"
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Chiarella, Carl
Lemke, Wolfgang
7
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6
Nyholm, Ken
6
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Takahashi, Akihiko
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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
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International journal of theoretical and applied finance
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The European journal of finance
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Advances in Pacific Basin financial markets
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Financial engineering and the Japanese markets
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Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
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A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 87-127
Persistent link: https://www.econbiz.de/10002762516
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2
Classes of interest rate models under the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001601026
Saved in:
3
A complete Markovian stochastic volatility model in the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
7
(
2000
)
4
,
pp. 293-304
Persistent link: https://www.econbiz.de/10001557971
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