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~language:"eng"
~person:"Chiarella, Carl"
~subject:"Australia"
~subject:"Derivat"
~subject:"Stochastic process"
~subject:"Volatility"
~type_genre:"Article in journal"
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Australia
Derivat
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57
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57
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15
Option pricing theory
14
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14
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14
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14
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12
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Chiarella, Carl
Gupta, Rangan
155
Faff, Robert W.
119
Brooks, Robert
90
Bouri, Elie
89
McAleer, Michael
88
Ma, Feng
87
Wooden, Mark
85
Bahmani-Oskooee, Mohsen
84
Burgess, John
83
Miller, Paul W.
79
Lien, Da-hsiang Donald
67
Hammoudeh, Shawkat
66
Dollery, Brian
64
Tiwari, Aviral Kumar
63
Dixon, Peter B.
61
Worthington, Andrew Charles
58
Smyth, Russell
57
Fabozzi, Frank J.
56
Kang, Sang Hoon
54
McMillan, David G.
53
Valadkhani, Abbas
52
Bollerslev, Tim
51
Narayan, Paresh Kumar
51
Wohar, Mark E.
51
Creedy, John
50
Leigh, Andrew
50
Hunter, Boyd H.
49
Wang, Yudong
49
Carr, Peter
48
Mensi, Walid
48
Benth, Fred Espen
46
Xuan Vinh Vo
46
Frino, Alex
45
Kumar, Dilip
45
Caporale, Guglielmo Maria
44
Freebairn, John William
44
Gil-Alaña, Luis A.
43
Ryu, Doojin
42
Zhang, Yaojie
42
Pierdzioch, Christian
41
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Applied mathematical finance
4
International journal of theoretical and applied finance
4
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
3
Journal of economic dynamics & control
3
Advances in Pacific Basin financial markets
2
Asia-Pacific financial markets
2
The European journal of finance
2
The journal of futures markets
2
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1
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Journal of empirical finance
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1
The journal of computational finance
1
Xiang gang jing ji xue hui hui kan : annual publ. of the Hong Kong Economic Assoc.
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ECONIS (ZBW)
30
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1
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
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
Tô, Thuy-Duong
- In:
Journal of empirical finance
37
(
2016
),
pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
Saved in:
3
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
4
Volatility swaps and volatility options on discretely sampled realized variance
Lian, Guanghua
;
Chiarella, Carl
;
Kalev, Petko S.
- In:
Journal of economic dynamics & control
47
(
2014
),
pp. 239-262
Persistent link: https://www.econbiz.de/10010485855
Saved in:
5
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:
6
The evaluation of American compound option prices under stochastic volatility and stochastic interest rates
Chiarella, Carl
;
Kang, Boda
- In:
The journal of computational finance
17
(
2013
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10010337816
Saved in:
7
An evolutionary CAPM under heterogeneous beliefs
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
;
Li, Kai
- In:
Annals of finance
9
(
2013
)
2
,
pp. 185-215
Persistent link: https://www.econbiz.de/10009741197
Saved in:
8
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
9
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
- In:
Journal of economic behavior & organization : JEBO
83
(
2012
)
3
,
pp. 446-460
Persistent link: https://www.econbiz.de/10011584097
Saved in:
10
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 245-276
Persistent link: https://www.econbiz.de/10009381930
Saved in:
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