//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Chiarella, Carl"
~type_genre:"Working Paper"
~type_genre:"Übersichtsarbeit"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Heston model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastic volatility
4
Stochastische Volatilität
4
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Anlageverhalten
1
Behavioural finance
1
Capital market returns
1
Commodity derivative
1
Futures exchange
1
Gold
1
Incomplete information
1
Kapitalmarktrendite
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Rohstoffderivat
1
State space model
1
Terminbörse
1
Theorie
1
Theory
1
Unvollkommene Information
1
Welt
1
World
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Working Paper
Übersichtsarbeit
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Chiarella, Carl
McAleer, Michael
12
Huber, Florian
9
Asai, Manabu
8
Clark, Todd E.
7
Crespo Cuaresma, Jesús
5
Chang, Chia-Lin
4
Chen, Jinghui
4
Detlefsen, Kai
4
Härdle, Wolfgang Karl
4
Kobayashi, Masahito
4
McCracken, Michael W.
4
Mertens, Elmar
4
Peiris, Shelton
4
Aastveit, Knut Are
3
Carriero, Andrea
3
Diebold, Francis X.
3
Doppelhofer, Gernot
3
Feldkircher, Martin
3
Marcellino, Massimiliano
3
Schorfheide, Frank
3
Shin, Minchul
3
Wystup, Uwe
3
Balci, Anna KH.
2
Bates, David S.
2
Chakrabarti, Binay Bhushan
2
Chan, Jiun Hong
2
Den Haan, Wouter J.
2
Griebsch, Susanne
2
Joshi, Mark S.
2
Kang, Boda
2
Kemper, Annika
2
Onorante, Luca
2
Platen, Eckhard
2
Rendahl, Pontus
2
Rendek, Renata
2
Alfeus, Mesias
1
Alziary, Bénédicte
1
Amir Ahmadi, Pooyan
1
Anderson, David
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Sklibosios Nikitopoulosa, …
-
2013
Persistent link: https://www.econbiz.de/10009789508
Saved in:
2
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
3
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->