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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~person:"Chiarella, Carl"
~subject:"Australia"
~subject:"CAPM"
~subject:"Volatility"
~type_genre:"Article in journal"
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Chiarella, Carl
Benth, Fred Espen
6
Rebonato, Riccardo
6
Brigo, Damiano
5
Takahashi, Akihiko
5
Avellaneda, Marco
4
Elliott, Robert J.
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Siu, Tak Kuen
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International journal of theoretical and applied finance
Journal of economic behavior & organization : JEBO
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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Asia-Pacific financial markets
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The European journal of finance
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Xiang gang jing ji xue hui hui kan : annual publ. of the Hong Kong Economic Assoc.
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The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
2
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
Saved in:
3
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
Saved in:
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