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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Nikitopoulos, Christina Sklibosios"
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Nikitopoulos, Christina Sklibosios
Rebonato, Riccardo
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Almeida, Caio
4
Gnoatto, Alessandro
4
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3
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Biagini, Francesca
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Brigo, Damiano
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Brody, Dorje C.
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Chiarella, Carl
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Driffill, John
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Elliott, Robert J.
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Grasselli, Martino
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Huang, Fuzhe
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Yasuoka, Takashi
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International journal of theoretical and applied finance
Journal of economic dynamics & control
Journal of international financial markets, institutions & money
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Asia-Pacific financial markets
1
Energy economics
1
International journal of economic research
1
Journal of banking & finance
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ECONIS (ZBW)
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Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
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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
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