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~language:"eng"
~person:"Chiarella, Carl"
~person:"Gholami, Reza Azad"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
78
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28
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Monetary growth model
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Chiarella, Carl
Gholami, Reza Azad
McAleer, Michael
15
Mumtaz, Haroon
11
Alòs, Elisa
8
Theodoridis, Konstantinos
8
Yu, Jun
8
Beaudry, Paul
6
Galizia, Dana
6
Portier, Franck
6
Sandal, Leif K.
6
Asai, Manabu
5
Härdle, Wolfgang
5
Kamihigashi, Takashi
5
Platen, Eckhard
5
Stachurski, John
5
Vredeveld, Tjark
5
Apesteguia, Jose
4
Govindan, Kannan
4
Hafner, Christian M.
4
León, Jorge A.
4
Nguyen, Hoang
4
Phillips, Peter C. B.
4
Österholm, Pär
4
Ashley, Richard A.
3
Barndorff-Nielsen, Ole E.
3
Bianchi, Michele Leonardo
3
Cai, Yongyang
3
Carriero, Andrea
3
Clark, Todd E.
3
Creemers, Stefan
3
Di Guilmi, Corrado
3
Evstigneev, Igor V.
3
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3
Fattahi, Mohammad
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Gil-Alaña, Luis A.
3
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3
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Discussion paper / Department of Business and Management Science
3
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
2
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ECONIS (ZBW)
13
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1
Markets with memory : dynamic channel optimization models with price-dependent stochastic demand
Gholami, Reza Azad
;
Sandal, Leif K.
;
Ubøe, Jan
-
2019
Persistent link: https://www.econbiz.de/10012178830
Saved in:
2
Explicit solution algorithms for order and price postponement in multiperiodic channel optimization
Gholami, Reza Azad
;
Sandal, Leif K.
;
Ubøe, Jan
-
2019
Persistent link: https://www.econbiz.de/10012178841
Saved in:
3
Solution algorithms for optimal buy-back contracts in multi-period channel equilibria with stochastic demand and delayed information
Gholami, Reza Azad
;
Sandal, Leif K.
;
Ubøe, Jan
-
2019
Persistent link: https://www.econbiz.de/10012178871
Saved in:
4
Continuous time model estimation
Chiarella, Carl
;
Gao, Shenhuai
-
2004
Persistent link: https://www.econbiz.de/10002610955
Saved in:
5
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
6
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:
7
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
8
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
9
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
10
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
Persistent link: https://www.econbiz.de/10001376973
Saved in:
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