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isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Journal of economic dynamics & control"
~person:"Nikitopoulos, Christina Sklibosios"
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Volatility
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1990-2010
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Nikitopoulos, Christina Sklibosios
Chiarella, Carl
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Platen, Eckhard
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Li, Kai
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Di Guilmi, Corrado
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Elliott, Robert J.
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Huber, Jürgen
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Journal of economic dynamics & control
Energy economics
3
International journal of theoretical and applied finance
2
Journal of commodity markets
2
Asia-Pacific financial markets
1
Journal of banking & finance
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Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
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Quantitative finance
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The journal of futures markets
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ECONIS (ZBW)
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Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
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2019
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Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
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2
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:
3
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:
4
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
Saved in:
5
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
6
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
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