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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Option pricing theory"
~subject:"Option trading"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
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2018
Persistent link: https://www.econbiz.de/10011778197
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2
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
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2011
Persistent link: https://www.econbiz.de/10009564619
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3
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
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2010
Persistent link: https://www.econbiz.de/10008663099
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4
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
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